There are no B&M's I am aware of on or near Casino Dr, the strip containing all 8 or so of the "major" hotel/casinos in Laughlin. But, let's be honest, aside from the allure of checking out a different cigar shop, you're likely better off toting along your own cigars anyway. What Laughlin does offer is more opportunity to enjoy that cigar than in your home area.
What kinda ambiance are you shooting for? I'm not familiar with pet policies. If you gotta go with Don Laughlin's Riverside Resort to accommodate your pet, then by all means go for it. It's the largest property on the strip and has a classic car collection, bowling alley and movie theater with bar - all pretty cool features if you wanna chill away from gambling for a while. It's easy walking distance from all the other Casino Dr properties except for Harrah's. Harrah's sits by itself atop a hill and is a pain in the --- to walk to. River taxi or land taxi is the way to go to access Harrah's. The river walk is very pretty at night. Great for sitting along and enjoying a drink and cigar. Not too hot at this time of year. The Riverside does draw the single wide trailer kinda crowd though. I prefer The Golden Nugget. Especially 'cause I prefer The Tarzan Lounge (Golden Nugget) over The Losers' Lounge (Riverside). The Boiler Room is a neat lil' microbrew in The Colorado Belle, and often has good rock or blues bands play on weekends. It's an older crowd at The Tropicana Express, but for some reason, I've always been a fan of their lounge acts. I also dig the calypso theme of The River Palms. You'll find the best gambling at The Pioneer. They have the cheapest tables, best odds and most single deck games. The only downside is it's a dump. More so than The Riverside.
I like spending time along the river during the day and doing the adult activities in the hotel/casinos at night. I generally rent wave runners for a while. Harrah's is known for their lil' strip of "beach", but if you're from So Cal, I just can't see the attraction of that sandbox. The Avi has the best "beach" area, but that's a solitary oasis away from everything else. If you stay there, you won't be seeing the other places. It's just too far away if you're sucking down drinks casino style.