Join the club. For a classic cocktail experience, head to a true classic: The Brown Palace, a hotel that isn't much younger than the concept of the cocktail itself. At Churchill Bar, you can drink in the elegant Victorian ambience while drinking up a perfect Rob Roy, a dry martini or a Manhattan made with one of the bar's long list of small-batch bourbons. To round out the experience, the customized humidor has more than sixty cigars — and Churchill Bar has the license that lets you smoke them on site. Enjoy your cocktail and stogie at the bar, or sit in one of those overstuffed club chairs and experience how the other 1 percent lives.