I don't know how it is in your state but here we have a liquor distributor that distributes cigars as well. So while you won't be able to get Opus X, Anejos, GoF...etc etc. You can get the hemingways, short stories...maduros as well, and most of their regular line. This can probably save you quite a bit if you're only opening a bar in a town of 2,500. You can get Padrons as well, maybe not all of them but a good bit.
What I have seen after working for a few of them, aside from my grievances to the quality of people they are, shops can pretty much succeed SOLELY by location and inventory. It's all about where you put your store. This is why I would think a town of 2,500 would be a bad location. You need a high traffic area in a good size town that is middle class to upper middle class. Somewhere around there at least. A nice enough town could support several B&M's. Also I will say people that smoke cigars don't like cigarette smokers and visa versa so if it is a bar more than a cigar bar you'll find people leaving due to what gets smoked.
But Tyr is right, it is about who you know and have contacts with. You won't be getting any of the premium stuff otherwise. No ligas, no Illusione, no high end fuente, no boutique cigars......That said a town of 2,500 you would really just want generic cigars anyways. Just the stuff people have heard of. You would probably settle on a smaller walk in humidor that holds 150-200 boxes. Something like a 10x10, or 12x12 or so.
I've seen people open a shop with $60-70K but I'd hardly call it complete. In fact it's just a store with MINIMAL stock. I'd expect more like $100K-$150K just with construction, inventory, and equipment.
It gets pricey real quick, I would not personally risk it by putting a store in a town of 2,500
