well....
Cigar King in Scottsdale - decent selection & nice lounge... byob
Ambassador in Phoenix - huge selection (almost too much) didnt visit lounge, snazzy decor
Fox Cigar in Chandler - my go to, only shop with full bar, tons of craft beer, friendly staff
Big Sticks in Mesa - old time tobacco shop feel, good selection but pricier than most

pm me when your in town and i will try to meet you for a smoke.