Cigar 101 - How to for the Beginner

How to choose a good cigar-
Rule #1 - Do not assume expensive means good.  Everyone's tastes and opinions differ and the industry has done a good job in recent years to offer quality cigars at a great price point.  I.E. - CAO La Traviata, Tatuaje Havana VI - Both cigars can be found for under $6

Rule #2 - When you first start smoking or if you've been smoking for years - try new cigars on a regular basis.  Ask others what the "hot" cigars - and keep expermenting with different types of tobacco to see what you really like.  Early on, it may be beneficial to keep a note or two about the cigars you've smoked.  With a handful of notes and a little education you may find out you prefer Brazilian-wraped cigars with Nicaraguan, non-ligero filler.  (Don't worry, those terms will make sense in no time.

Rule #3 - Keep the bands off of the cigars you've like and even disliked.  Bring these on your next trip to the walk-in humidor and ask the shop-worker to recommend something similar or different based on your previous tastes and what they see to be as a popular or quality cigar.

Rule #4 - You've got to learn to crawl before you can run.  Don't go straight for the powerhouse cigars.  You may find yourself with a green face and a nasty nictoine buzz.  Start off with smaller sizes and lighter shades of wrapper leaf as a rule of thumb.

Rule #5 - Be informed.  Know what to look for when selecting a cigar to ensure a quality smoke.  Even the best brands have duds here and there.  Premium cigars are hand-made and anything hand-made will vary from product to product.  Feel the cigar for a firm yet spongy feel.  Overly hard  or soft spots can be a sign of poor construction, which means a crappy burn and an unenjoyable experience. 
Inspect the wrapper leaf for holes and tears.  Damage to the wrapper leaf will ensure problems.  Be sure the cigar shop maintains their humidors at the proper levels of humidity and temperature.  This is crucial!!!!  Unkept cigars taste bad and burn poorly.

How to make friends at the local shop-
If you're checking out a new cigar shop those first few trips are always a little uncomfortable.  Cigar shops are a place where owners, employees and patrons sit around in a communal setting to have conversation and smoke their cigars. It can seem difficult to fit in with the shop's regular crowd.
Each shop will have its own style and identity, but for the most part, you'll find a group of people who are more than happy to meet and greet you.  A good shop will do their best to make you feel at home and possibly introduce you to the regulars.  If you're lucky enough to have more than one or two shops in your area, you should check them all out and see which one you like the most.
When you start visiting a shop on a regular basis its a good idea to remember names and faces.  Studies show that a person's mind is more receptive and open to acceptance when they hear their name. 
It is also a good idea to do something generous early in your visits.  It will be reciprocated in no time.  For example, many shops allow customers to bring their own alcoholic beverages since most of them do not have liquor licenses.  If this is the case, bring a six pack and offer your fellow smokers a beer.  Grab something different and tasteful like your favorite Pale Ale....cigar smokers usually have particular tastes when it comes to their alochol, so leave the Bud Light at home.

The comradery of a cigar shop will foster friendship, and insight on good cigars.  Ask the others what their favorites are and you may try an amazing cigar you  never would have tried on your own.
The last bit of advice I can offer to help fit in at shop is to feel out the group's style and where you fit in that dynamic.  If it is a quiet, classic shop, be sure not to talk too much as you might annoy other smokers.  If the shop carries on and busts balls, don't insult those you are not friends with, and never talk about a guy who isn't there.

How to Cut, Smoke and Enjoy a cigar
Information on types of tobacco and leaf

Wolverine smokes cigars too.