Before the mid-90s cigar boom, you actually could go by the price more or less. Since then, there are many high priced cigars that are more marketing than quality.
When I was just starting out, I would take $20-30, buy a half dozen different ones and try them out. I had a couple of friends who were into it with me, so we'd smoke, drink, watch the game, play cards, etc. and learn what was good and what wasn't.
Some old standbys to try (at least they were back when I went to cigar stores):
Ashton (nice and light--good for beginners)
Davidoff (oooh, fancy! but actually light and easy to smoke)
La Gloria Cubana (really good Robusto)
Arturo Fuente (nice, middle of the road)
Partagas (a very different flavor--you'll love it or hate it)
In general, avoid the Cuban knockoffs--Cohiba, Montecristo, etc--when you get a chance, get a real Cohiba and you'll see what all the fuss is about.
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