Read the reviews and stop by a local B&M and pick up a couple of cigars to try. It really is a matter of personal preference and you need to figure out what you like. Once you have that down you can move on to looking at cigar internet sites and buying online. Based on my own experience, buy 1-2 of anything you have never had to see if you like them and then get a fiver of the ones you like. I would avoid buying boxes until you really know what you like as your tastes will change. People have already mentioned some good places, New Havana and Smoke Inn are great to deal with. I always call Atlantic because their prices can be cheaper over the phone than the posted prices on their website.