The easiest way to smoke a cigar in Toronto in the winter is to buy a Condo in Florida or set up a man cave in your own home. Sure, there are plenty of great lounges that will happily sell you sticks at prices that will freeze your nuts with shock well before the weather does, but then after spending the grossly inflated price, there is the indignity of not being allowed to smoke it on the premises either. If you like walking, weather permitting, and smoking, I suppose you can stroll around and tour the neighborhood. Do I sound bitter? Born and raised in T.O....enjoy your trip!