Munich in October is of course the place to be. You WILL have fun, congrats!
First some tips regarding the cigars. There are many cigar shops in Munich and it is not a problem to find Cubans, obviously. One of the oldest is Tabak Sommer founded in 1936, see here http://www.tabak-sommer.de/. They have a few stores in town. You will also most likely find a cigar shop on the luxury shopping streets around Maximilianstrasse.
Pfeifen Huber is one of those actually around since 1863 and close to the Rathaus (city hall). http://www.pfeifen-huber.de/default.php?pg=way
Problem about smoking is that we now have laws that are almost as strict as those here. You cannot smoke in bars and restaurants anymore. There are still smoking guest rooms in hotels, though, but they are getting rarer. If the weather allows we love to sit outside and there are big gas heaters to make it possible even when it is quite cold, as long as there's no pouring rain. Outside you can smoke. Grab a table off to the side and you should be fine. Bavarians are a bit like Texans. They got some character and bite but can be very friendly. In case they give you grief, I would say something like "I thought Germans are supposed to be more tolerant than Americans." That should shut them up because, in general, we are more tolerant and we like to pride outselves of that.
Also consider the difference between a place where people eat (even outside) and a place where they just drink. Even I don't like smoke while I am eating.
Cigarette smokers should leave you alone as they feel your pain. Cigar also has a much more upscale image than cigarette, so if the rest of your outfit goes along with that you should be fine.
Now for beer and food.
Both are delicious. Beer comes in 0.5 ltr and 1ltr measures. Or as 0.3 which is called "small beer". The 0.5 is a "Halbe" and the 1ltr is a "Mass" But you certainly know that already.
For fun also try a Radlerhalbe which is beer with Sprite. It's quite good and refreshing. A Radler is a bicyclist and they drink that on their summer bike tours.
Weisswurst is eaten (and served freshest) only in the morning and only with sweet mustard. In the evening Haendl (roasted chicken) and Eisbein are on order.
For some good ole fun poking (and learning about Germany at the same time) go to www.nothingforungood.com which is a blog by an American who lived in Germany long enough to speak German very well and who is married to a German woman. His satirical and ironic posts are great and will teach you a lot about the country's idiosyncrasies, especially if you also read the comments posted by readers.
Report back how you liked it and don't hesitate to ask more questions.