Try lighting two or three at the same time for comparison. I say don't worry about building up a big collection right away. Until you find what you like, smoke everything and build up a seasoned palate! or you will end up with a lot of cigars you have no intention of ever smoking.
I eventually had to just clean out everything I didn't want because I probably had between 100-200 cigars that were just taking up space. so I traded up, getting rid of 20 at a time in exchange for maybe 4-5 super premiums. Now I don't even have 100 cigars in my whole collection but there's not a single throwaway cigar in the entire lot.