There are so many wines available now. Winery's are popping up all over Texas, not that Texas wines would be ones to choose, some are pretty good. You might want to set some paramaters like by type, vintage, price, region, etc. You can get a real good cab or merlot under $12 these days. Some chards too. IMO good Pinot's $12 and up. We've found some really good Chilean and Australian wines too. IE, Jacobs, cab, merlot, shiraz, and chard all around $7 are hard to beat at the lower end. Casa Diablo produces some good cabs. The sky's the limit with more expensive wines. Have fun.
As far as wines to drink with a cigar. IMO they are going to need to be sweet like a port. I've gone from the dinner table out onto the deck with a glass of cabernet and ruined an otherwise good cigar. It doesn't work.