I used to live on Long Island and work in Manhattan and never really had a big problem as I always knew of shops I could hit when I was at work or I would just smoke in my office if I was really pressed for time and couldn't get out.
Working in a shop that ran solvent printers sometimes had it's perks as the smell of inks was even tough for cigar smoke to take over. Lived on the Island so it wasn't an issue.
Now I live in NC but return back to NY for business pretty often. What I usually do to get a stick in without having to make a trip to a shop or lounge is I usually go for a walk while puffing on a cigar in the evening. I try to not be like the cigarette smokers that act like the world revolves around them and their smoke. I try to be aware of the people around me and make sure to exhale away from them if passing by and just try to avoid the crowds in general and stick to the not so common areas so there are less people to bother with my smoke. I have yet to have a person complain so I guess I should consider myself lucky. I have had people stop me to ask what I was smoking or if there was a shop nearby that they may not have known about.