I just left Columbia last week and stayed downtown. I believe you can smoke in Jillians' (saw a small display case of cigars at the front). I chose to go out to this great B & M about 20 min away called Lite 'Um Up Cigar Lounge. Fantastic owner (Tom) and nice setting. For my first visit there I never felt like a stranger. Excellent of beers to satisfy any pallate.
Lite Um Up Cigar Lounge
4435 Hard Srcabble Rd
Suite 102
Columbia, SC 29229
808-708-4877
Liteumupcigars.com