I look at it this way. It may be legal, it may be your "right," but the truth is that cigar smoke offends even other smokers. Heck, it kind of offends me when I'm not smoking.
But, consider this. In that crowd of people you're pissing off, there may well be a politician (I realize that's not likely in this instance, but it is in many circumstances,). Alright, there's not a politician, but maybe there's someone who's got too much time on his hands and chooses to be an anti-cigar activist.
Do we really need to make these folks mad? I mean, if smokers never smoked in public, would there be as much anti-smoking activity? Would SCHIP have happened if not for these instances? Maybe, maybe not.
The way I look at it, I'll smoke when there's no one to offend because I neither want more limited access or higher taxes.