I will agree as a smoker that I don't have a right to pollute others. I totally get that. But, if I had a place specifically created for pollution (i.e. cigar bar), why would someone enter that? It's like men complaining that they don't have urinals in women's bathroom.
I guess where you live makes a difference, and I think that's the main issue for the OP. In the cities that I have lived in, non-smoking is the norm. It's not like there aren't any options to non-smokers. Pretty much every option is available to a non-smoker. No business owner in their right mind would allow smoking, because it's not that kind of climate anymore. IMO, if you catered to smokers, you would be catering to a small portion of your market while turning off a large portion. But, it's a free market and it's your choice (or at least it should be). It's not the 70s anymore where every bar, casino, restaurant, etc. allows smoking. It's 2012, and most of them don't. Around here, you can gig pretty steadily without having to deal with any second-hand smoke indoors. I don't think you could say that 20-30 years ago.