I am far from an experienced connoisseur of either cigars or scotch. However, my enjoyment of cigars led me to scotch (after all you need something to drink with a cigar). There is nothing I enjoy more then a nice cigar, a fine single malt, and a game of cards with my old university buddies (it still happens now and again).
Sad to say I only smoke cigars on rare occasions these days (my taste got too expensive for my pocketbook). So when I do I try and make it count. Though, I have yet to try my favorite cigar (Cohiba Siglo III) with one of my favorite single malts (Laphroaig 10yo CS or Ardbeg 10yo).
For me I like a big, robust, and heavy cigar (which is why I like Cuban cigars). Oddly enough when I really got into single malts my taste tended toward the same end of the scale (robust and full bodied). Sadly I was never into both at the same time.
My main advice to you is pair like with like. I use to drink Glenmorangie Port Wood Finish with a Montecristo No. 1 or 2. In hindsight the Montecristo would overpower the Glenmorangie.
I had a really great paring about two years ago. I believe it was a Highland Park 12yo with a Padron 1964 Anniv. Torpedo. There was also a bottle of Macallan 12yo, and the Macallan Cask Strength on hand. But I remember really falling in love with the Highland Park that night. I believe I also smoked a Purtagas (Lusitania or Lustanx?) but the night went to the Padron and the Highland Park.
I say start with what you know you like and move out from there. Before I was into scotch I drank Vintage Port with my cigars (very expensive habit). I felt like the thick sweetness of the port balanced the heavy Cubans I liked. When I switched over to scotch I gravitated toward the sweeter side (Macallan, Aberlour, and Glenfarclas). These days I like the heavy peated side of the spectrum. I am curious to see (one of these days) how heavy peat goes with a Cohiba, a Hoyo De Monterry or a Montecristo. I guess I will need to make another trip up to Canada soon.
These days I never smoke alone, and I try not to drink alone (one has to learn not to set the bar too high)
Not sure if that was helpful or not