I've been living in Grand Cayman for almost 13 years. There are many good Cigar stores.

At the Watler Terminal upstairs there is Havana Humidor. Good prices

Kind of behind Colombian Emeralds is Churchills Cigars. They have a wide selection of cigars of all types and is a good place to buy a humidor. It's kind of under Margaritaville.

Across the street from Colombian Emeralds, kind of past the jewelery store that's under Breezes Restaurant, down a little hallway with two Indian statues out front is my favorite,
La Casa Del Habano. They have Cuban cigars only.

Also there's Havana House, down past Hard Rock Cafe in the Aqua Mall.

There's a couple more on West Bay Road, (along Seven Mile Beach) too.

Send me and email or Private Message and we'll get together while you're here!