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OK, so to begin with, let's have a little backround music for this thread, I think this fits the bill about right:
YouTube - Pink Floyd - Have a Cigar
You gotta love that opening guitar lick!:rock:...

I used to attend a weekly cards game, and Punch was my cigar of choice as well.:D

My own ignorant and uninformed opinion would be that cigarettes contain all sorts of additives (tar, etc.) to help with produce an even burning product.
Cigars are more "all natural" just rolled up...