My most local shop (45 min drive) is Native American owned and in the middle of nowhere. The guy had some extra space in the building with his gas and C-store and was already distributing gas station smokes to area shops so he figured why not. In the 3 years he's added better lines and he listened to my suggestion to put up a wall and use some dead space for a small lounge. I consider it pure luck that I have this option.
Without his tax free status he would have never done it and I would need to drive to Buffalo (90 min drive). There's 3-4 shops in town but with the NY cigar tax and shop pricing, sticks are almost double what my most local charges. The EPC Encore was $14.50 compared to $8.55 for example. 1 or 2 of the shops have private lounges but I think you can buy a day pass. None have any signs specifically saying no outside cigars and I have brought my own but usually have bought some before smoking my own.
But this is our only choice here in NY. There is no smoking areas in any bars or restaurants and none around here have outside smoking areas.