This is what I had in my first cigar lounge: Penn exhaust fan and is 1050 CFMs (a bit over kill for a bedroom size room) I am looking at either the Broan L700 701 CFM High Capacity Ventilator, 4.7 Sones, 120V or L900 901 CFM High Capacity Ventilator, 4.1 Sones, 120V also the Soler & Palau FF900 918 CFM 3.8 Sones.
For me I have to have the exhaust fan in the ceiling in the center of the room. So the Sones are very important on the good side the smoke only has to travel about 5 feet till in goes out side.
These units can be mounted in the ceiling or with a TDA kit can be mounted in the wall.
This website will give you more then enough info:
http://ryandeyer.com/cigar-room/