There’s peace in a Larranaga, there’s calm in a Henry Clay;
But the best cigar in an hour is finished and thrown away—

'The Betrothed'
Rudyard Kipling

Of course, he was talking about cubans. Which brings us back to the original question...

There's plenty of advice out there on the net for those who would risk incurring the majestic wrath of the law for a little of the peace Kipling was talking about. Do a little research, use your common sense, consider the consequences (confiscation of the cigars, civil fines of up to $55,000 per violation and the possibility of criminal prosecution, higher fines and/or imprisonment), and then make up your mind.