Groucho Marx favorite cigar was a Dunhill 510 (That would have been select Cuban in the time)

George Burns favorite cigar was an El Producto (That would have been cheap domestic)

Why, you might ask, would the two comedians make that choice, when both could certainly afford the better cigars?

George Burns always smoked a cigar in his stand-up acts. A tightly rolled Havana would go out and he would have to re-light it. When his cigar went out so did his audience. Therefore the El Productos stayed lit and so did his act.

I suspect that he also smoked other cigars, but have not found a testimony to any brand preference.