I'm pretty fortunate in that Kristi has grown very tolerant and - even if tacitly - approves, or at least is OK with cigar smoking. That being said, we've been married almost 23 years - and things were not always this way. Early on, she was not a fan...and was passively if not openly opposed. We never had any "arguments" or fallings-out, but she didn't care for the practice at all. She certainly wasn't interested in being around a lit cigar, nor in the conversations/ephemera that come with it.
As time went by, I believe she has come to the opinion that there are far worse, more damaging vices to have. We see a lot of family units broken, dysfunctional, and destroyed because of them. We're both aware and realistic with health concerns, funds set aside for cigarcentric stuff, etc. I think she realizes that in terms of vices, cigar smoking is a pretty tame one to have....
In recent years, she's even come to various events - the Dogwatch Herf, IPCPR (twice!) as the official photog

, a few shop events, etc. Heck, her last two birthdays stateside included her saying "Hey, we're near Tampa Humidor...why don't we head over there after dinner?"
I do try to be conscious of the occasion and setting - I don't smoke in enclosed spaces with her or the kids; I try to keep a level head about when it's appropriate to have a cigar or not...just common sense kinda stuff. I think outright erosion has had a big part of the process as well. I've worn down many of the barriers that might have been there by sheer time, conversation, and attrition. I never hesitate to light up at the beach, mountains, or wherever we might be. It's not a secret to my kids nor anyone else that I'm a cigar guy. I refrain if I know it's a stumbling-block for other folks that might be opposed/uncomfortable. I don't hide the fact that I smoke cigars; I just refrain if it's an issue for them...."them" being those in the immediate setting (
I know there are folks opposed in any setting...screw those folks. I just use common sense to tell me when it's appropriate or not in a public venue).
A friend of mine expended a lot of energy trying to keep the fact that he smoked a pipe from his kids. Meanwhile, they're being trained in the anti-tobacco-at-all-costs mentality at school. He caught a great deal of hell when they did realize he smoked. We all have some degree of facade that we maintain toward some audience(s), but those in the home/immediate family usually end up generating a good deal of stress at some point, at least for a time. I still maintain that he could have avoided some of the wailing and gnashing of teeth had he been countering some of that public school ideology with his real world tobacco use and philosophy.
All this being said...and as much as I love cigars...Kristi is primary in the equation. If she had a genuinely insurmountable problem with it (however irrational it may seem to me), I'd put it aside. If cigars were a big enough issue to cause legitimate problems in our marriage, I'd give away the cigars and paraphernalia tomorrow. I do make a distinction, though, between just "not liking it" and it being a legitimate detriment to a marriage. I wouldn't give it up without a good long talk about whether it's truly "insurmountable," but in the end she wins out if it were to be something she just can't live with. But that's something no one but yourselves can iron out.