Let's see - you already know about Tewkesbury, so that's a start. There's a pipe/cigar/wine shop called Jerri's in the Denver Pavilions, just up 16th street from Tewkesbury, and a number of other B&Ms scattered around (Edwards, Prince Philip's, Cigars on 6th). There was a pipe club that met at a downtown cigar bar on Thursday nights - since I have other things happening that night, I never made it to a meeting and I'm not sure if they're still around.
Firearms wise, I'd check with someone with legal training regarding the legality of your mags. A good buddy of mine has numerous 30 round mags for his custom AR-15, but they're well and truly grandfathered in. There are a number of gun clubs in the area (up in the foothills, down south by Cherry Creek reservoir), as well as a few commercial ranges (Firing Line, BluCore, Silver Bullet, the Shootist), and a municipal range in Cherry Creek State Park.
Welcome to Colorado! Despite all the rumors, you will NOT actually be issued a Subaru and a Nalgene bottle at the border. :D