Check out MarkTHS's brother's cigar room.
http://www.ryandeyer.com/cigarroom He gives step by step pics and parts lists. He includes switch operated baffles for both the inbound and outbound air ducts AND for the internal HVAC ducts so smoke doesn't backdraft into other parts of the house. He also includes an in-duct heating coil for inbound fresh air that auto heats the air if it's under 70 degrees F.
He did all of it on a pretty reasonable budget.