We've painted all the walls and cielings and replaced the carpet. We've had the ducts cleaned.
NONE have rid us of the cigar smell.
My google search has taught me to hire a LARGE O-zone generator and run it for 48hours. All plants and animals must leave during this treatment. It will also kill mold, fungi, and such!
Otherwise, you must seal all walls/cielings/subfloors with a shellac-based primer paint... but that would suck.