It depends on where in DFW you are. Cigars Shop & More in Addison and Garland has great selection and inexpensive lockers. ($75 every 6 months; gets you 10% off everything) Up In Smoke stores have lockers; a bit more pricey though. There is a great B & M in Arlington that has lockers as well Tobacco Road, this shop has 2 Golf Simulators and a great lounge for members. Rockwall where I live and locker is En Fuego. Let me know if you need more info, happy to see a DFW Stogie lover on here....
Also, check our DFW Cigar Society on Yahoo Groups. They do 2 HERF's a month and a very cool event the day after Thanksgiving.