I've been to Nice Ash before. It seemed like more of a bar where you could smoke cigars. Other than the funny pics in the men's room, it wasn't memorable.
I really liked a place over in West Allis called the Havana Cigar Lounge. Good selection and good crowd in the evenings that didn't close too early, which that's something as an out of towner that I can appreciate.
Good luck and enjoy.