I have smoked cigarettes since I was 13 years old (16 years total), and every once in a while I would buy a pack of Dunhill cigs from the newstand when they had them in stock. They were delicious. That being said, if you are going to take the plunge from not smoking cigs (a masochistic endeavour) to smoking a pipe once in a while... Dunhill's Royal Yacht mixture worked for me. Don't worry about the pipe. Grab yourself a cheap cob, dry it (the tobacco) for about 30 mins, and smoke away. Don't be afraid to take a couple inhales at first. It is pretty strong stuff. It has a little more flavor than your average cig, but I guarantee you will love it. If you don't want to buy the Dunhill, Prince Albert and Carter Hall are good substitutes. Just do yourself a favor and don't start out with Captain Black White. This is just my two cents, YMMV.
P.S. I love CBW more than you could know, but most cig smokers would probably not like it as a substitute.