I may be a little different than most of you, but if I'm drinking a really good scotch or smoking a really good cigar, I don't believe in pairing them together. I often smoke a good cigar after drinking but usually not together as I like to have a clean, clear palate to enjoy at least that 1st glass of whisky.
I will smoke a cigar while drinking a more moderate whisky but not usually with something like Johnnie Walker Blue, Macallan 25 or Glenfiddich 30 as the complexity of these whiskies would be lost.
That being said when I pair cigars and scotch I try to match over all flavor profiles, paying particular attention to the strength of both. In other words, don't pair a strong cigar with a mild whisky or the other way around as one will over power the other. If I were going to error on one side or the other, I'd lean towards a medium to mild cigar to pair with any scotch. But then again my palate for whisky is more refined than my palate for cigars.
If I had to name one type of scotch that goes best with a cigar, I would say an Islay like Lagavulin or Laphroaig. I find these to be almost to strong to enjoy alone. I know Coventry Cat will disagree. ???
Celtic,
My suggestion is to name your favorite scotch or two and let someone here pick out a cigar that would go well with it.