I suspect that it is a genetic defect specific to married women which causes them to object to the heavenly fragrance of the finest legal and illegal cigars.
Before you marry the gal, she will have no problem with the habit. After you marry them, all you hear about is how the smoke gets in the draperies and upholstery and the insanely-expensive "window treatments."
I have a friend who installed an old 12" brass ship ventilator next to his desk in his library containing a powerful fan, exiting out the wall. A custom design with a baffle to keep snopw from blowing in, and very cool.
In order to preserve an otherwise acceptable marriage, many hedonistic fellows have thought long and hard about how to smoke indoors, and to avoid the humiliating and less-than-relaxing experience of having your smoke out in the rain and blow and snow like a naughty child who has been banned from home and hearth. As a commenter on a relevant site says:
I smoke cigars and can only indulge once in a blue moon and that is basically because I have to go outside to smoke them, I can only smoke during seasons when it's not too hot or too cold, there's nothing to do while smoking, etc. I'd like to have a room where I can smoke a cigar while sitting in a leather chair and watching some TV or a movie or listening to some music. Also I'd like a place where I can play poker with my friends and not have to force them out of the house to smoke cigarettes.
Well, OK. I guess every married guy is pussy-whipped to some extent (and often enough for good reason - many males seem not to domesticate well).
The cheapest solution 
is to create a negative pressure in your home smoking areas with a cheap window fan like this.
A more expensive solution is a powerful ceiling vent, like a kitchen fan.
The so-called "air purifiers" are a joke, in my view - and especially if you are the sort who likes to have some windows open in your house. Unlike Al Gore, you cannot purify the planet.
If you have a basement man cave, something like this makes sense.
If readers have any useful ideas short of evicting the spouse or of provoking one's own eviction, please share them.
