Welcome (again) to the group!
Congrats on the cruise - I just came back on one myself (to St. Thomas & St. Maarten as well). You can't bring a lighter on the plane and if you mail it to yourself, I think (but I'm not 100% positive) it's considered hazardous b/c of the flammable liquid - so those are bad. Like NH said, pick up a bic, or use matches. I will say the advantage of using a cheap lighter versus the matches on a boat is wind - if you're lighting up on deck, you'll always have it and it sucks (I was the idiot going through a book before I wised up).
B/c St. Thomas is a US territory, you can technically pick up more smokes and alcohol there than if you were going "international" i.e. St. Maarten. Cruise ship will tell you the exact amount in the announcements (and there will be lots of announcements).
If you're buying sticks, buy them at La Casa Del Habano in St. Maarten.
Do NOT buy ISOMs any where else on your port stops - they will most likely be fake. There are a lot of cigar shops in St. Maarten - only go the LCDH.
Do a search in the forum and on the web - some clues to tell you how to spot 'em (i.e. glass boxed Cohibas). Prices are reasonable and the selection is fantastic. Any other smokes (Dom Rep, etc.) - no one really fakes 'em too much so you just have to watch out about getting gouged.
You should expect prices that are AT OR BETTER than what you'd find in the US. If you're not familiar with pricing, go to a mail-order site (famous or jrtobacco) and request a catalog (or just jot down the prices of your desired smokes) for comparison.
One thing - bring a punch cutter. Assuming you're bringing some smokes, you want to bring one and you might get crap from TSA re: guillotines.
Enjoy the cruise. PM me if you have any specific questions or just post 'em here.
Cheers!

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