We had a bit of discussion about this in another thread: https://www.vegasmessageboard.com/forums/showthread.php?t=94219 I'm planning on scoping things out when I'm there in a few weeks, I'll try to let you know what I find.
Also consider "Chicago Brewing Co" at Four Queens. I've heard great reviews on the pizza, beer, and cigars. http://www.yelp.com/biz/chicago-brewing-co-las-vegas
Another vote for Binions. It's not really a big setup, more like a kiosk, but they have a good selection and the people are super friendly.
Yet another vote for Vato inside of Binions! Their Aloha blend is absolutely hands down the best cigar I've ever smoked! I still have one in my humidor I'm waiting for the opportunity to smoke.. You will like it there. Friendly and very knowledgable people. They not only hand roll their very own right there, but they have a lot of mainstream popular brands as well. Can't go wrong. If you have yelp, they have a coupon. Also, when you get into the casino and close to their store, you can "check in" on yelp before you enter and you will get a 20% off coupon you can use. It will be a must do stop every time I come to town...
Thanks for the input I will visit Vato when I make a day of downtown fun in August. Will also have a few beers at MSS
Vato's cigar shop in the back of Binions has the best selection in downtown. I love their cigars. ABC store also has a lot of flavored cigars from Hawaii. The brew pub at MSS is a great call. Try the mango hef, I had it a couple weeks ago and it was amazing!