I have started a couple businesses, 2 of them online. Here's my free consult:
--The most important thing for any start-up is getting people in the door the first time.
--The BEST way to get people in the door in your situation is to have killer "1 Day Specials"
I mean killer, like you sell them for cost. Try as best you can to special the "favorite" cigars of those who buy online. People will start to say "holy crap this place is cheap!" The more you get them in, the more often they'll come back and spread the word on boards like this. You don't make anything on the specials themselves, but you build a customer base. Basically--the Netflix model.
Of course, customer service must also be top notch. Fast processing/shipping, great service, WELL PACKAGED cigars, etc. All these thing will keep people coming back once you do get them in the door.
Beyond that, an idea is to do what others here mentioned and offer rare and tough-to-find cigars. If you need to, you can choose to only sell in large quantities (like 3 boxes) of something like that to keep profits up. Or, you can do the opposite and only sell 5-packs of those things, which customarily go for a bit more.
One more thing (I know this is long). For a new website your challange will be making yourself look as though you've been around forever. People are afraid to buy from a "new" site because of legitimacy questions. Find a bunch of people to agree to post a lot of forum responses, write reviews, etc. RIGHT AWAY. If someone is looking at a specific cigar and sees a few reviews already there, they will not think "I wonder if this site is legit."
...or some reasonably priced Davidoff.
