Most of the larger online cigar sites seem to have pretty similar prices after figuring shipping, if you're only buying a few small packs. Occasionally I'll see a site offering free shipping on particular items, maybe even on an entire shipment if you buy one "qualifying" item -- good deal if it's something you actually want. While I usually compare prices across sites before buying, the difference in total price usually isn't that much.

The big exception is CigarBid, of course. One shipping price for the first item, a lower price for each additional item, plus (if you're careful) lower prices on purchase due to the auction format. It's the reduced shipping on multiple items that always gets me; I can't stand to pay "full price" on shipping for just one item, so I always have to get a few others via Freefall Auctions in order to "save money".