Ian...
Did someone say Montego Bay? Honestly...never been myself, but I have a co-worker who goes several times a year. Actually his in-laws family was part of the original developers of the Half Moon Resort in Montego Bay, so they are constantly out there throughout the year. I mentioned your query to him and his recommendations were as follows:
Rule #1 in Jamaica is never to leave the resort compound unescorted. It's more of a sanity/comfort level issue than a safety issue. The locals are very poor and two caucasians walking around town will draw a lot of interest in terms of people pestering you with solicitations for goods, ganja (which may not be so bad), and services (mostly as a tour guide). They are incessant, so it is best to have a local with you (a guide from the resort) to keep from being bothered. It will make your trek more enjoyable.
Use the resort concierge heavily. They may be your best guide and resource. Also, don't rent a car and drive yourself...take a tour bus, cab or hire a driver. Much safer...
Also...many of the locals you will meet (at least off the resort) who aren't working are high, drunk or hallucinating half the time. Weed is readily available just about everywhere as are mushrooms and off course Red Stripe and Jamaican Rum. Keep that in mind.
Montego Bay is mostly about the beach and water, but there are several other places within a 2 hour drive from Montego Bay that he would highly recommend you check out. The first being Negril (a very popular town) and the other being Ocho Rios. The Sandals resorts should have tour buses going to both these locations daily. Negril is popular among the Spring Break crowd, but it's supposedly a good time. They are famous there for their 'shroom tea. So if you are up for experimenting, give it a try. Rick's Cafe in his opinion is the best bar in Negril followed by the Pickled Parrot. Great spots to people watch. There is a Margaritaville in Negril that has a waterslide in the bar if you want to check that it. And if you're feeling brave...cliff diving and cliff jumping are the thing to do in Negril. Ocho Rios is famous for its waterfalls. You can hike to the top of the falls, and the views are supposed to be breathtaking.
Another location that is a bit more difficult to get to is YS Falls. Even the locals don't truly recall why its named YS Falls. To get here you will have to hire a car on your own, but the waterfalls here are supposed to be spectacular with plenty of natural pools to take a dip in. He says it's well worth the effort if you two are into seeing the falls.
Sandals is a nice resort and the food should be good there, but if you are looking to sample something more local, he would definitely recommend you order the Jamaican Jerk Pork @ Scotchies, but only if you can handle spicy food. My friend/co-worker loves spicy food, but he says you need to down about a half case of Red Stripe with your meal as it is some seriously spicy food, but oh so good. If you don't want to head into town, you can call and see if Scotchies will deliver...but he mentioned delivery has been spotty. Sometimes they deliver, sometimes they won't, but it does not hurt to call and find out. And if you are looking for a romantic dinner for two, he recommends a restaurant called Sugar Hill @ the Half Moon Resort. Best place for an intimate dinner in his opinion. Half Moon is about a 20 minute drive from Sandals.
As for the beaches...well obviously there are a lot of them. Each major resort has it's own beach. However, if you and Ronnie want to check out a different beach, I can have a call made for you two to get you access to the beach @ Half Moon for a day if you like. That may be a good opportunity for you two to grab dinner @ Sugar Hill if you are so inclined. As far as beach activities go, they are pretty standard at all the resorts, and very much the same @ other beach resort vacation locales. Snorkeling and catamaran rides are fun, but if you've done one, you've pretty much done them all. Horseback riding I'm told is best @ Half Moon as it is the only resort that will allow you to ride the horses in the surf...other resorts keep you solely on the sand.
I have no idea if you and Ronnie enjoy golf at all, but if you do, I'm told there are 3 great courses there. Half Moon (which is really nice), Cinnamon Hill and White Witch (Commonly referred to as White Bitch). White W(B)itch is the most difficult of the three courses, but also the most scenic. It is ride only because of the hilly terrain, and I'm told that you cannot go out on the course with fewer than 12 golf balls. That should give you an idea of how unforgiving it can be.
As far as cigars go, my co-worker wasn't much help. He doesn't smoke cigars himself, and the wacky type of tobacco is far more common there and more readily available. Although...I'm sure the Sandals concierge desk would be able to help you out with a list of places.
Anyway...I hope this helps somewhat. If you have any other questions, I'd be happy to flow them to my compatriot here @ work.
See you this weekend...