This is the place to grab a cigar and a drink or a coffee right in the middle of the Forum Shops at Caesars. They have a good cigar selection and a knowledgeable staff, but as others have said the cigars are pricey (welcome to Vegas). I had a Fuente cigar with a whiskey and a port. They have $5 port specials but were out when I was there. I didn't do this but i think you can bring your own cigars too so long as you buy drinks.
This is a relaxing place to chill for awhile on the strip and I recommend checking it out.