Back porch or driveway/garage. Most eateries are off-limits for inside smoke, but there are lots of places that offer outside seating. There are some really nice cigar shops locally (Corona, Harrys), sometimes we hang there.
Since I live near Orlando, the summer is the difficult time to smoke outside (it's just too hot), but looking forward to the cooler weather.
About 12 years ago, I built a "treehouse" for the kids. It's only 8x8, but nobody uses it now...I've had my eye on it for a while. I even have a spare A/C window unit!