Top 10 Most Expensive Cigars in the World. Smoking is a hobby that is enjoyed by many people, regardless of gender, age and social status, all over the world. However, most of these smokers puff on normal cigarettes, which are cheaper when compared to cigars. Cigars are usually associated to power and wealth and it goes without a say that theyâre quite expensive indeed. First time smokers are normally shocked when they want to purchase cigars because of the price tag.