In my living room. Ours has always been a cigar family. My Dad smoked cigars his whole life and they were always smoked indoors. The smell of cigars was never considered a bad thing when I was growing up. I actually like the smell, and it has always reminded me of my Dad and all of my relatives that also smoked cigars whenever they came over to the house to visit.
So... I started smoking cigars when I was "almost" old enough, and continue to enjoy them to this day. 🙂 I do feel for everyone who is forced for one reason or another to keep their smoking ritual outdoors regardless of weather conditions. While I enjoy a good smoke on the porch in the warm summer months, I don't think I would be willing to spend 1-2 hours out there in the dead of winter.