u can inhale if u want to hurt your lungs real good and quick, but that's up to you of course. i don't inhale ever...did it once on complete accident and hacked for about 10 min off a lil bit - sucked!
i agree w/ yakko on the cuban romeo y juliets

fuente's are usually very good and reasonably priced. padron is a relatively cheap cigar that has a very spicy bold taste. don diego and macanudo are always a good bet of course, or if you're feeling a bit more pricey, go for some cohibas - usually a very good smoke