Start with sub $10 hand-rolled cigars. You won't taste the small nuances of the expensive cigars anyway.
Cigar wrapping communicates how sweet it is. Cigars with dark brown or black wrapping are sweet, the lighter it gets, more "dry" the cigar will be. The darker cigars are called "Maduro", the lighter are called "Claro", medium ones are "Rosaro" as they are a bit reddish. The sweetness comes from wrapper fermentation.
Do not cut too deep when preparing a cigar. If you cut too deep, over the clearly distinguishable double wrapping line on the head of the cigar, it will start to unravel.
Light the cigar with well lit matches or butane gas lighter. Other lighters will change taste of the cigar, and using matches without waiting a while might introduce some unpleasant nuances.
Chill. If you smoke cigar too fast, it will start to taste bitter because of the increased heat. But smoking too slow will make it taste musty. If cigar burns faster from the outer ring than from the center, you are smoking too fast.
Get a humidor. Cigars will dry up if not in proper humidity of about 70%.
Spanish cedar is the best wood for humidors. Protects against tobacco beetles, preserves cigar flavor and helps to regulate the humidity/temperature better than most wooden materials.
Do not take a cigar and cut it in half to make two smaller ones. Cigars are filled with different leaves and densities from head to foot; they must be completed in order and in its entirety. But you are allowed to enjoy a cigar for a while, just leave it on an ashtray to go out and then dispose of it.
Common cigar sizes:
J. Cortès, White Tubed Corona Dominican Mild: starts toffee that goes to caramel Meh, not much to say about it, feels artificial Cohiba Robusto Cuba Full: honey, black pepper, oak, leather, lemongrass Excellent Oliva Melanio Robusto Nicaragua Medium: chocolate, creamy wood, coffee, cocoa Good, very easy with some complexity Macanudo Maduro Robusto (Hyde Park) Dominican Medium: creamy coffee, leather, fruity Excellent, but quite pricy Flor de Copan Robusto Honduras Mild: soft, nuts, creamy Meh, but good for the money Flor De Rafael Gonzalez Marquez Petit Coronas Cuba Mild: vanilla, wood, leather Meh La Aurora, Fernando Leon, Family Reserve Robusto W: Dominican B: Dominican F: Dominican / Brazil Medium: black pepper, corn, oak, slight honey Good Montelana, Hecho A Mano Robusto Nicaragua Full: coffee, dark chocolate, nuts Excellent