Red wine and cigars? Fugetaboutit! Being doing that for years! While many will suggest a big, heavy cab, there are so many wines that go great with cigars. Here are some pairings to consider:
Zinfandel, Petite Syrah, Shiraz, or a heavier Burgundy go great with mellow to medium body cigars. Something about the fruitness in those wines pair well with a softer smoke.
I love a nice Rioja, Super Tuscan, or Sangiovese with a more robust smoke, especially a slightly spicy Rioja like Cune Gran Reserva. This is a luscious wine with a chewy texture but finishes with a touch of spice. A glass or three with a dark Nicuraguan like an Oliva Serie V Melanio. I had this pairing just a couple of weeks ago. Delightful!
I almost forgot! A Sauterne is incredible with a cigar!