On the East Side, in the shadow of the 59th Street Bridge, is Merchants.
http://www.nyccigarbar.com/
If you don't dress down (no jeans, Ts, or sneakers allowed) there is Club Macanudo in Midtown.
http://www.clubmacanudo.com/
You may have to buy ONE cigar from their selections, which is sort of only fair, but they won't object to you bringing your own in addition.