What part of Alpharetta (nearest major intersection) and how far are you willing to go (driving time or whatever transportation)? What is best depends on these but there are (that I know of) 2 in Cumming, 1 in Roswell, 2 in Duluth or Buford, 1 in Norcross and at least 4 inside the perimeter (Decatur and Atlanta). The better ones (that I can verify from having been there) aren't the closest. If you are willing to make the drive Steam Cigs is in Lawrenceville.