Mmmm, Paulaner (insert drool emoticon). I love their Hefeweizen, but I don't like to pair hefeweizen with cigars normally.
Depending on the cigar, I usually go with a light bodied lager or a Guinness. I'd love to have a Dos Equis Amber with my cigar (as my avatar would indicate), but it's not readily available here in the Land of the Moaning Clam.