Bill-
Do check out Jeanies. I used to work for an SLC based company and visited there often. The owners are usually working there and very nice people. Dont be afraid to ask for anything. One year I was in town and walked out with a box of WOAM and Anejos.
As for smoking, I believe you can still smoke at the bar/lounge at Spencer's (steakhouse) at the Hilton Downtown. They have a humidor there also. Small, nice overpriced selection.
There is also a place called Havana Bros. This is a 'boom' shop that was opened by a rich kid in SLC.....over priced and an OK selection. Used to be able to smoke there but I donty think you can. Met some nice people who worked there.
Just remember interesting alcohol rules in SLC...Spencer's is considered a private club.
Have fun and enjoy.