I usually walk, pulling a hand cart with my clubs. The handle is hollow and will hold up to about a 54RG cigar tightly, but other more loosely as the RG shrinks. This keeps it off the ground when I am addressing and striking the ball, but if I forget it is there (yes I have the occasional brainfart) it can be bad for the health of the cigar. Loose fitting cigars are difficult because when it gets shorter, they can either fall down the into handle, or out of the handle completely (and then I brainfart and leave it behind). So, as a general rule, I like about a 48 - 54 RG cigar when I am golfing.
After that consideration, I take cigars that I will enjoy - there is after all a lot of time between shots, and I'd rather contemplate a cigar than get all riled up about how I pooted the last shot.
Peace of the Lord be with you.