I smoke cigars in my car a few times a week during my commute to work. While the smell doesn't bother me, I'll use Armor All wipes every weekend to pick up any smoke residue on surfaces and have a vent clip air freshener that does a decent job. I've also bought Zorbx and sprayed that here and there.
I usually smoke with my driver side window down a few inches, along with the rear driver side window the same to help with airflow, and turn off the re-circulation option on my AC. I use a Xikar Stinky ashcan in the car, to keep ashes where they belong.
Even though there may be some remnants of smoke in the car, its one of my favorite times to light up, as it makes Orlando traffic (almost) tolerable.