Amsterdam... what a great city. One of the most beautiful in Europe, in my humble opinion - I love the architecture, the atmosphere, the people - the only thing missing is a national cuisine! :) By the way, if you're planning to visit Amsterdam, I suggest you rent a flat because there are very few hotels, and those are pretty expensive! We had a 100 m² two-bedroom flat for 110 € / night, whereas a friend of ours found himself a 11 m² hotel room for 80 € / night.
For those of you who still want to smoke cigars in Amsterdam (some people forget about their hobby in this city), I selected a couple of places where you can find everything you need. The first one is called P. G. C. Hajenius, it's a huge cigar shop with a long history, located in the heart of Amsterdam (Google Maps >). Even if you don't smoke cigars, it's an interesting place to visit because of its art deco interior that hasn't changed since 1915. The walk-in humidor is exceptional, sellers are professional, you can even visit a tobacco museum. There is also a lounge where you can smoke your cigar and pair it with a selection of drinks:
If you find yourself quite far from the city center and crave a cigar, you can also get one from the Davidoff shop (Google Maps >) and smoke it in the Vondelpark nearby - I believe it's the biggest park in Amsterdam. Again, a walk-in humidor and a wide array of Cuban and non-Cuban sticks.
Of course, do not hesitate to post your favorite cigar places in the comments below.
Update: you might also want to visit the La Casa del Habano Amsterdam, located in The Conservatorium hotel (Google Maps >). Thanks patrickledden for the tip.
Update #2: have a look at David's comment below for even more good places in Amsterdam.