I used to smoke in my MINI (convertible) all the time - but only with the top down. It was great having a cigar any time I wanted! I had it detailed before I sold it and they did not have any problems getting any residual smoke odor out. Don't know what they used, but I will ask.
I have occasionally smoked in my Highlander on road trips (hours of driving and many cigars). The car did stink a bit when I got home, but after vacuuming it and letting it air out for a week or so, it was fine. I am hoping to do another road trip this summer and since I don't have my MINI I will likely be smoking in the Highlander again. Looking forward to it
One thing that really helps is to get rid of the ashes and especially the stogies right away. If the stogies do have to sit in your car for any length of time (more than a few minutes), try to contain them in something. I use a Bobken cup-holder cigar ashtray (
http://bobken.com/cigarbobken.aspx) and that works really well.