For me, the pairing of a good Kentucky Bourbon and your favorite cigar is one of those little pleasures that makes life good. I am fortunate enough to live right in the heart of KY Bourbon country (the Woodford Reserve distillery is less than 8 miles from my house) and it IS a great Bourbon.
I'd like to suggest these bourbons for those of you who enjoy the stuff: Wild Turkey Rare Breed, Russel's Reserve 10 yr, Ridgemont Reserve 1792, Elijah Craig 18 yr, and 4 Roses Single Barrel. These are all moderately priced bourbons in the $28 to $43 range for 750ml, but lordy you'll get a lot of SMOOTH TASTE for your buck.
Pairing the Wild Turkey Rare Breed and an Oliva V is, for me, the perfect end to any day.
When I drink Scotch (which is not often) I usually pour up some Highland Park 18 year.