I like a Torpedo or Toro myself. I honestly don't think I have a real size or shape preference, but longer sticks with around a 50-55 rg seem to always be the best of any particular blend.
I think it's because blenders use that size to craft a cigar and then the smaller ones are mathematically deduced as close as possible to use as close a ratio of tobacco as possible while minimizing waste.
Sometimes the smaller cigars with the "tweaked" blend of it's larger counterpart is actually better, but it hasn't happened often in my experience.
Take lanceros for instance. They almost always suck.