"When you smoke: put the cigar to your mouth, and first exhale a bit through the cigar" I don't think blowing through the cigar will help it stay lit. I do an initial pull and release and then a fuller pull & hold. It seems to 1) clear the staler smoke and 2) give fresh oxygen to the cherry so I can put it down and not worry about it for a minute or so.

I dunno how many of you smoke at or near a computer (I'm moving in a few weeks to a house we just bought and am being banished to the garage) but I use this to remind me I have a cigar going.
The number box is in seconds, set it to 60 and every minute it tells you to smoke. You can replace the beer.wav with whatever 'beer.wav' file if you don't like the one I use.

http://rapidshare.com/files/298229045/Beeper.zip