I usually go lighter on the cigar when I play, The last couple of times I have smoked an AVO #3, which is a cigar I don't usually smoke because I like them stronger. It worked real well.

I have also smoke the Gurkha Dos Capas long ass cigar. That actually lasted 12 holes so that was a plus.

Also check out c-bid, they have been auctioning the mark-mender divot fixer/cigar holder for pretty cheap. I picked one up in late June and the thing really works great on both fronts.

You really don't want to be putting a cigar on the grass and then back in your mouth at a golf course. The chemicals used on the grass are not healthy. My late uncle was a member of a golf course in Mount Kisco NY and a lot of older guys started getting tounge and mouth cancer and most didn't smoke but the guys there had a tradition of licking the golf ball (weird, I know).

And don't think the natural course is any better, there you will just get cow and fish shit on your cigar.