Keep in mind smoking cigars is all about the experience. You want to take time to appreciate the flavors in the smoke. Don't rush through it. You would only be cheating yourself and could really make it into a bad experience if you "hot box" it.

I don't know about everyone else, but my mouth/throat tends to get very dry while smoking. I always have a flavorful drink in hand to compliment my chosen stick.

Enjoy!