A little late to hop in on this but, I will anyways.
My mancave/smoking den/hobby-hobbit cave: Step outside through kitchen door and onto open air deck, screw the weather!
The wife has reactive airway syndrome, though now greatly diminished and the 'ole inhaler tends to gather dust in the drawer. She still hates any kind of tobacco or left handed cigarette smoke and when I do sneak it early A.M. indoors, I get busted, big time! I don't hear the end of it till next Sunday.
Funny, though, she loves the aroma of Scotty's Honey and Chocolate. Reminds her of Hershey's cocoa. No, can't even smoke that in the house.
Tried smoking in my ad-hoc man cave, (The garage), but no, she still smells it and I'm in for another tongue lashing.
So come rain, snow, blistering sun, or any combination thereof, I dress the part and enjoy the fresh air.