+1 on both places.
I visit SF every Jan. for bidness and have visited both several times. The Cigar Bar and Grill has live music so check the schedule and expect a cash cover charge at the door on music nights. It is a very comfortable place to smoke. Bring your own.
http://www.cigarbarandgrill.com/
The Occidental is small but very cool. I arrived one Sunday around 8 PM and the place was about to shut down. I ordered a drink and after a few texts the place was full of cigar reprobates in town for the convention. I made a new friend of the owner.
http://www.occidentalcigarclub.com/home.html
If you want to go really crazy....
http://www.vendettablu.com/
$$$ but I had a 1954 MC2 in the Fumo Blu Room with a nice rum that was other worldly.
Cheers,
Dave