Davidoff of Geneva sells just about anything you'd want. Nice bar and smoking area. Ybor is pretty neat, home of Tampa Sweethearts if looking for Fuente. Can't recommend a particular place in Ybor but walk the area for good coffee and locally rolled cigars. Very historic. Homebase of Thompson Cigar is north of the airport, worth a stop in and visit.
If you can get into Salvador Dali, the museum across the bay in St. Petersburg is really cool. I've been to the area twice in the last couple of years and plan to go again soon. Lots to do and see in addition to the beaches