Well you want to hit up Casa in Ceasar's Palace. Becareful in there don't bring your credit card.
You want to hit up Pheasant.
http://www.pheasantcigars.com/shop/
I had a great time at the paino bar in Paris. It is across the hall from the buffet. Don't eat at that buffet it sucked.
If you have never been to Vegas before just try and spend an evening (hot as hell in the daytime in July there) walking the strip. You can walk down the street with a cold brew in one hand and a cigar in the other. I love Vegas. You will have a blast. Try and post in the herf area if you think you can get together with some of the people out there.