In Manhattan - Carnegie club, club Macanudo, merchants, Hudson bar and books. SoHo cigar bar - good lounges, not cheap and open mostly in the evenings. Cigar selection very minimal.
Cigar inn. - good cigar selection and they have seating
Cigarillos soho - just a shop but not bad selection
Havana dreams - lounge in queens - open most of the day. Some cigar selection. Ok prices for NY
If you make it out to Brooklyn. Conquistador has a good selection and seating
Davidoff stores have lots of selection of cigars but have to pay for the Lounge.
Hope this helps