There are many places to order on-line.
The Frigid Kitty thread is a great place to find a little treasure to start with. Don't disregard a shorty. I've found them to have a slightly different taste than the same cigar in a larger size, and that's always fun. In some cases, I have preferred a smaller size in a certain cigar.
You will like the fact that you don't feel obligated to finish a cigar. In fact, the shortys will often leave you wanting more.