Never, at least on purpose. I can't even carry a cigar in my teeth, because for me smoking and breathing have to be mutually exclusive operations accomplished at completely separate times. If I have it in my teeth, sure as shootin' a stray breeze will blow some smoke up my nose just as I inhale, and I'll fall into a coughing fit.
So unless I want to hold my breath, I have to hold the cigar in my hand (or put it in an ashtray) while I'm not smoking it, which pretty much militates that my cigar smoking has to be done at times when I'm not doing anything else (except perhaps reading or driving). That keeps a fair handle on the frequency and keeps me from spending too much money or metabolizing too much nicotine.
I enjoy smelling the smoke from a cigar, but that's not the same as inhaling: the smoke I smell is well diluted with air