Avos are a personal favorite of mine. (I bought an entire box of the Belicoso Maduros recently) Also worth of mention are Padron, Arturo Fuente, and Cohiba. I tend to prefer darker, spicier cigars though. If you're a n00b, go with the Macanudo for a starter.
Most dark cigars go well with scotch, I like something peaty with it. Smooth cigars are good with port or brandy. Purists like to light them with cedar, but I can't tell much difference between cedar and a wood match as long as you let it burn the sulfur off for a second. Butane lighters do tend to impart a nasty flavor at first.
Make sure your cigars have been handled well and aren't dried out. Use a cutter or a punch (I prefer a cutter, better draw), not something you have laying around like a pair of scissors. Relights taste horrible, as does power toking it toward the end (I've read it heats up the oils and changes the flavor, I just know it's gross).
If you're new at this, I'd advise not smoking after a huge meal, before a huge meal, while in a jacuzzi, or indoors. On that note, enjoy!