Your style will develop the more you smoke. My started off all over the place as I figured out what I was most comfortable with, and by now it is second nature, I don't even think about it.

I light up, then I hold in left or right hand, depending on my mood, then I puff on it gently about once per minute and swirl the smoke around in my mouth, exhaling in a cloud or a stream as the fancy hits me. I don't keep it in my mouth, as it gets too wet and I can't draw on it anymore.

So just smoke cigars and figure out what feels right for you.