A few years ago I met up with some friends in Madison on business and they took me to Maduro. Ever since, it's been one of my favorite stops any time in back in town. Cigar options are very good and well kept to ensure a long-burning experience. Don't be afraid to ask one of the bartenders for ideas in any new product.
The scotch, bourbon, and whiskey lists are also superb, with more than enough options regardless of your palate. Also be sure to ask the served for ideas on pairing the tobacco with the best spirit.... The tap list is also very good with a wide variety of small batch, crafts, majors, and sours.
Given that this bar is one of those that you can just hang out in for quite a while, I'd also recommend bringing a few other people for a good game of cribbage or euchre. And when it gets a bit warmer (and the wind dies down a bit), the outdoor seating is perfect for an evening's relaxation.