I know exactly how you are feeling. I had a conference there a couple of years ago and thought the same thing before going. Luckly I had someone going with me that had been there before. We played several rounds of golf, there are some awesome courses within a 15-20 minute drive north of downtown. The best place that we ate was a place called "Cajun's Wharf", great food, sits right on the shore of the Arkansas River and if I remeber right they have an outside deck area. Not sure if they allow smoking or not. We stayed at "The Peabody" in downtown, in their giftshop they had a little selection of some nice smokes. This is where I bought and smoked my first cigar ever, a very nice Upmann.
While looking up the names of these places on the internet I found a name of a Little Rock b&m. I have no idea where in Little Rock its at but here it is "The Pipe & Tobacco Shop, 2908 S University Ave., phone: (501) 562-7473". If you are going to be there on the 22nd I noticed that "The Who" is playing at the Alltel Arena. Could be a pretty good concert.
Hope this helps.