The small bar off the lobby in the Hyatt sells cigars so it might be O.K. to smoke in there. The Gin Mill on San Mateo (about 4 miles from the Hyatt) allows cigars and has pretty good food, to boot. Or, if you want to drive 20 miles North to Placitas (exit 242 on I-25) there's a place called McCole's in the small shopping center about 3 miles from the freeway on the left. They have a giant air cleaner and allow cigars but by next month you'll probably be able to sit outside in the Gazebo, enjoy a drink and a great view of the Sandia Mountains. Food is just so so. My favorite commercial place to smoke is the porch at the Santa Ana Golf Club. It's West on 550 (same exit on I-25) just across the Rio Grande and North of the casino. Drinks and snacks from the adjacent bar and a view of the course and Sandias that is just plain spectacular.