Best Shop in Zurich is Samuel Menzi's LCDH on Bleicherweg 9. There are also Davidoff Shops throughout the City Center if you want your typical ready to smoke stuff. Airport Duty Free in Zurich is nothing special.
Be sure to bring the Cigars you want to smoke to Zermatt as there are very few places to purchase a Cigar if you are not carrying. Cigar Bars etc...
Will be in Zermatt myself spending Christmas, then over to St. Moritz for the New Year. Enjoy CH!