The Southern Most Cigar Club is a fairly new and a nice place. Downstairs is a cigar and liquor shop. They had a small but decent cigar selection. Upstairs is an indoor /outdoor bar with full service bar and some food. Outdoor deck is complete with comfortable seating and you can look out at the craziness down below. It's on Front Street, about a block away from Duval Street and a block away from Mallory Square. I was just there on Saturday afternoon and chilled for a couple of hours while the family got back on the cruise ship.
There are so many cigar places in KW that will rip people off if they don't know what they are buying. Southernmost isn't one of them.