The simple act of smoking a cigar becomes high entertainment in Las Vegas, home to some of the country’s most dramatic cigar lounges. The latest on the scene, the Montecristo Cigar Bar (caesarspalace.com) in Caesars Palace, devotes 4,000 square feet to the enjoyment of premium smokes. Its walk-in humidor stores 1,000 cigars, including rarities such as OpusX. At the 100-seat bar, the Captain’s List tantalizes with Pappy Van Winkle’s Family Reserve. And in addition to a small-plates menu, the bar plans to allow delivery from the casino’s top restaurants, Guy Savoy and Nobu.