Adam, I liked that you said "pitfalls" of our hobby. Back during the 90's boom I bought so much crap for cheap when the boom went bust. I smoked a lot of really bad cigars. Thankfully I knew so many moochers I was able to gift most of it away.
New smokers are fortunate today that there are so many good cigars available today. My feeling now is the one pitfall I see is the "fever" to chase the newest hot cigar releases. Sometimes I'm astounded by the prices. There are so many truly great cigars from some older makers that are a much better value. Padron, Fuentes, Pepins come to mind.
My advice to newbs would be to do a little research and read lots of reviews. Identify tastes you enjoy and hunt them down, put them away for a nap and reap the longterm benefits.
As far as online retailers I've always loved JR, Holts, and Atlantic. Once I've found a cigar I love I use Cbid and Famous Auctioneer and bid when the prices are right. The beauty of the old favorites is they are almost always up for auction.
I'd like to throw Mike's Cigars in the ring. Always great service and fair prices. Since they are located in Miami they have access to brands enjoyed in that area. Corona Cigar is very good but I avoid their house brands.