Unfortunately there aren’t many cigar shops in Thailand and for the ones that are, the prices are quite high.
This is due to the high taxes of tobacco and the difficulty of importing them into the Kingdom of Thailand.
There are a few cigar shops, mostly around Bangkok and one or two in Phuket.
Cigar Bars do exist and this is where the cigar aficionados go to enjoy their drinks along with their favourite cigars.
Check back this article for an extensive list of cigar shops and bars in Thailand.