I had the good fortune, while living in the Netherlands, to befriend an older gentleman named deGraaff, whose family has been cigar makers and tobacconists for generations. He's still got a place in Den Haag if you're ever there... deGraaff made cigars for Churchill during WWII and was the first european reseller to be certified by Cubatobacco (the Cuban parastatal). Over many hours and many excellent cigars he taught me quite a bit about cigars ... but all of that is going to boil down to what you like. If you know which tobaccos are used as filler/binder/wrapper in the cigar you like, you can try to find others with similar composition.
Everybody's gonna have their favorite brands. On the Cuban front, I like Sancho Panza and El Rey Del Mundo. Cuban R$J are good too. Once, in the Bahamas I got my hands on one (they only sold one to a customer) of the cigars Castro smoked, and I can't remember the name -- I have the cigar band at home -- it was one of the best I'd ever smoked, and it was long, with a much smaller ring gauge than I was used to smoking -- a Gran Corona, I think.
I follow a few guidelines -
First and foremost -- humidity. You should feel every cigar before you buy it, pinching it gently along its length-- it should give and feel tender, w/o the wrapper (meaning the outermost skin of the cigar) cracking. If the wrapper cracks, the inside is probably very dry, and thatsanogood. The "best" cigar in the world will taste like burning donkey fur if it's dry. Many places keep their humidors at ~75% humidity. I've tried to keep mine over 80. More on that in a second.
Second -- as you're feeling the cigar, you don't want to feel any "knots" in the filler. They will impede the draw, and could make the cigar go out. You
should feel the veins in the leaves, but not "knots." You can also feel if the cigar has been filled with cuttings, rather than whole leaf. A lot of counterfeit cuban cigars actually have Cuban tobacco in them -- the Ligero and Gran Corona leaves unharvested by the legitimate tobacco makers are "stolen" at night and diced (rather than cured and rolled) and stuffed into "cigars."
So that's for all cigars of all types (except cigarillos and other "small" cigars that are better dry). Now, choosing a cigar itself.
Third -- ring gauge. A "thicker" cigar will burn more slowly, making the smoke more aromatic -- less pungent. Here's where the humidity comes in as well. A "properly" humidified cigar will also burn more slowly and taste better. Keep ash on the end of the cigar, as that impedes oxygen, making the tobacco smoulder rather than burn -- longer, better tasting smoke, whatever the ring gauge.
Fourth -- Aroma. You can get a feel for how you'll like a cigar by smelling it. -- not just the wrapper, but the "open" end too. Give yourself a good few seconds between cigars, tho.
Fifth -- length. This is the duration of the cigar itself, really. But the "smoke" does not become proportionately longer with length (unless you have a bulletproof palette). The upstream part of the cigar acts as a filter for all the smoke you've pulled through. As you burn the cigar down, more "crap" accumulates upstream, so when you pass the halfway point and start smoking tobacco that's been covered in the smoke of consumed "downstream" tobacco the cigar will usually begin to become more and more bitter, acrid and just plain foul in some cases.
So count on getting 60-70% out of a cigar's length for an enjoyable smoke.
The "Bitter Enders" out there will no doubt disagree, but if I've paid $15+ for a cigar, it's to maximize the enjoyment of a cigar, not to maximize its consumption -- b/c at a point, the cigar will "turn on you."
So the same blend of leaf can taste great as a Panatela or Cadete but awful (to you) as a Piramide or Double Corona -- the leaves will burn much differently. Start in the Hermoso/Robusto size and work your way up and down within the label or similar flavor range (your tobacconist should know) to see how these things affect the smoke. But moist --
always moist.
There's a LOT more to this, but this should get you rolling {snicker}.
Now ask me what time it is and I'll tell you about how Big Ben was built.
JP