So I've been thinking about it. While I don't have a specific cigar to suggest, I started thinking about characteristics.
There's a whole lot of curves around so you want something to complement that. I think a nice belicoso, or dare I say, perfecto, would go nicely with the shapely curves of the female form.
Lets face it, there's a ton of rose smelling perfume wafting through the air. In fact, the whole bar may be doused with the stuff. We need something to cut into that and let itself be known. Something a bit aromatic with some punch should do the trick. I'm thinking something flavored might not be a bad choice. Plus it gives the added benefit of attracting some of the girls over to check out where that nice smell is coming from. There is absolutely nothing wrong with sitting at a table with some dancers.
Odds are the bar has some ceiling fans going. That's right, wind. We need a cigar that is tightly rolled and can handle the wind resistance. Sorry, no machine mades here. We need something that can handle the velocity of the wind AS WELL as the shockwaves from the subwoofers as they crank out Motley Crue's "girls girls girls"
Size matters. Not something too obnoxious like some cheap donkey d***. But not too small either. Our cigar is a reflection of us and we need some decent heft. If you don't have something with size, you can certainly get away with something smaller, just make sure to work it with gusto.
Another thing. Perhaps its not a great thing to let the cigar form a long ash. The joint is dark, and you want the red hot tip of your cigar to serve as a homing beacon for the girls all the away around the room (this is especially possible since odds are the place is covered in mirrors, no matter what angle, you want the girls to see you smoking a cigar and want to come over and check you out).
So there you go, just some things to keep in mind. Wait, I just remembered that most of us (if not all) can't smoke inside the bar. Crap!!!