If it is for a cigar, you want a robust whisky or bourbon. Dalmore Cigar Malt - is specially designed to be consumed with a cigar - and at about $35 or so, it is inexpensive for Scotch. As for bourbon's - I wouldn't go with anything too pricey - but a bottle of Rip Van Winkle 12, or 15 year will run around $38-45 and are magical with cigars. Another neat thing to try is the darkest, quality chocolate you can find - consumed with a cigar AND a good Scotch or Bourbon.... it is one hell of a regal experience, and they all mesh with one another beautifully. Scharffen Berger Limited Edition 72% "El Carmen" or their widely available 82% extra dark are both spectacular choices for chocolates.
For cigars - Cognac is also wonderful.... a bottle of Remy Martin VSOP would do ya just fine. Personally - I prefer a nice hearty bourbon or Scotch.
joel (at) badgerandblade.com