Really a bit pricey down there, but... Here's a pretty inclusive map of what's near downtown (downtown being at the bottom of the map). This list is about 9 years old, but most of them are still around.
Smoke Magazine's write up about Chicago cigar stores.
A fixture in Chicago is Updown. Diana Silvius is WELL know in the industry (if she's in the store, it's a treat). They're at 1550 N. Wells. A bit of a trip from the mag mile, but not that far (they're near Lincoln Park, the north end of the Mag Mile)
Iwan Reis is near downtown, and one of the most talked about... 19 S. Wabash
Jack Schwartz is talked about quite a bit as well... 175 W. Jackson
One not on the map is Cigar King in Skokie, IL. A bit of a trip from downtown, but well worth it if you get the chance...
Blue Havana has listings for "Tattoos & Piercings, Smoking & Tobacco" - having never been there, I'd say that's a VERY interesting combination... :laugh:
Not sure, but I think Kingsbury's has moved... I believe it is at Sam's Wine & Liquors 1000 W. North Ave., Chicago, IL 312-664-4394
Also have: The Cigar Shop at Neiman-Marcus 737 N. Michigan Ave., Chicago, IL 312-642-5900. What can I say about "Needless Markup"...
Hope it helps!!!