My favorite is usually a Padron or Fuente maduro. Occasionally I'll have something light and long (Toro), so it stays with me for several holes but i don't have to think much of it aside from puffing it. Otherwise I aim for corona, or robusto.

I love having a stogie on the links. I'm always mindful of where the smoke is trailing to, though - don't want to affect anyone else's game by a cloud drifting over them. Some people really despise cigar smoke.

I got a cigar clip that holds the stick on the cart, too. Super cheap from CigarBid. I almost always leave my stick in the cart (or on the bag). I just don't like the smoke wafting up into my face while swinging or putting. And I don't want to leave ashes on the green, or again have my smoke waft over someone while they're trying to sink a big putt.