Readily available at kiosks on Syntagma square - opposite the parliament building and in front of McDonald's and the Post Office.
These kiosks carry major international newspapers & magazines from around the world. The Athens News is a daily English language paper focused on Greece and some international news, the German daily paper is Athener Zeitung.
These kiosks also stock some cigars ("Poora"). For a better selection the Cigar shop on Philellinon. Turn right as if you are walking out of McDonald's, pass the post office and cross Mitropoleos Street, it's about 100 metres up, on the left.
Around Syntagma and at Metro stations, you may also find free publications (some available in english) like Athens Voice and others.
Foreign books and magazines are also available in Eleftheroudakis on Panepistimiou str. or the Eleftheroudakis shop below Starbucks on Mitropoleos (Cathedral) square.