As with many activities, there are an awful lot of rules to smoking cigars correctly if you choose to pay attention to them all. There have been long essays written on the subject, starting with Zino Davidoff's in 1967. His aim, however, was entirely reasonable:
"The important thing to remember is that we cigar aficionados should present ourselves as considerate and understanding individuals. Changing people's preconceived notions and giving the growing numbers of aficionados a good name is well worth that little extra effort. "
So there are really two reasons for rules: ones which prevent you making those around you uncomfortable, and those which prevent you making cigar smokers look bad. Cigar smoking should be for the sophisticated enjoyment of the taste and experience of smoking a cigar, without complication.
Some rules are therefore obvious: Don't clench or chew your cigar, or worse still make it soggy. This looks horrible. Don't hold the end up with toothpick or similar, as this looks imbecilic.
Don't light up hastily, puff too often (more than about once a minute) or suck too hard. Leave a bare minimum of 15 to 20 minutes between cigars. Abandon it once you've smoked over half-way down. Cigar smokers would rather be seen as gourmets than nicotine addicts.
Don't lance the cigar end with a penknife or stab it out when you've finished. Smoke when you're not doing anything else which requires attention. Show your cigars some respect.
One rule baffles many novice smokers. You should remove the band whilst smoking (though you can light the cigar first - the band should immediately loosen). You might wonder if this affects the experience of smoking, but it does not.
The reason is that the band contains much information about the cigar, and by leaving it on you could appear to be broadcasting it, and so smoking to show off. Likewise, don't make a big fuss over lighting the cigar in the first place.
There are other rules, but the important thing is to smoke with the right attitude, and then only real sticklers will object.
However, if all this still seems like a bit much, bear in mind that one rule: don't dunk your cigar in brandy or port, (which would make most cigar lovers cringe) is rumoured to have been flouted by.