If you like unhealthily copious amounts of beef, chicken, lamb and pork i would suggest a Brazilian Churrascaria.
Tucanos Brazilian Grill
110 Central Ave SW, Albuquerque, NM 87102
If you have never been to a churrascaria then you should definitely check it out.
For cigars I would check out Monte's Cigars, Tobacco And Gifts
3636 San Mateo Blvd NE, Albuquerque, NM 87110
Ask about there clearance box/section. They always have the leftovers from boxes for sale around 1/2 price and often have some great treasures in it.
If you want to swing my place for a drink and cigar just get on I25 and head north for about 442 miles and exit Arapaho Rd then text for my address. Denver is better then Albuquerque.