Not sure if this is too late for you but..

In the area of Bahnoffstrasse you have Durr at the top near the train station there is also a shop at Paradeplatz and one between behind Paradeplatz in the direction of the river (hard to explain where).

There is also Casa Del Habano just along the tramline from Paradeplatz towards Enge.

For the largest selection of single cigars (e.g. you don't have to buy an entire box) try Don Cigaro at RedBox just past Bahnoff Tiefenbrunnen in the direction of Meilen.

This may help - http://delicious.com/Zenistar/Cigars+Switzerland?page=1