Sex and smoking seem to go hand in hand. The advantage of traveling outside of the US is that we experience Cuban cigars-banned in the US. That is the good news. The bad news is that 90% of all Cuban cigars sold in Canada and Mexico are fakes. Some fakes are good, some are bad. Remember that you still pay top dollar for fakes and even if you got a 20% discount, why bother? To buy a fake Fendi or Rolex, you would need a 90% discount.
I have experienced the disappointment of spending hundreds of dollars on fake Cubans. As a cigar aficionado, I have a simple way to guarantee buying the real thing:

The Cuban government sells directly to one chain and the authenticity is guaranteed. The name is Casa Del Habano. I am not affiliated with this store in any way. But if there is a Casa Del Habano in the city your traveling to, be sure to buy your cigars from there. Stay away from buying them from magazine stands, liquor stores, etc...even if it is a couple of dollars cheaper. Don't even bother asking the merchant about the authenticity of his cigars....what do you expect him to say?
Trust me on this and you will enjoy smoking the real thing.

In Tijuana, there is a Casa Del Habano right on Revolution and 5th street.

Thanks for the above info. I would not exactly elevate my self to the status of cigar aficionado, but I feel I know a good cigar when I taste it. I prefer them moist and mild, with an easy draw.

Sorry, I haven't found the store you mentioned in my favorite Mexican city (Hermosillo) but I have found a very fine tobacconist. The store is called Santa Fe and the address is Matamoros No. 124; entre Blvd. Luis Encinas y Jalisco. It is in the downtown area and close to the Sears store.

This tobacco store also sells gourmet Mexican coffee from Chiapas, Oaxaca and Vera Cruz. I bought one kilo of Chiapas coffee. It cost $100 pesos/kg. I think that works out to less than $5/lb, so that's a great price for good gourmet organic coffee. I taste tested it at the store and it's great!

I recently paid them a visit and bought some genuine Cubans. They were labeled Jose L. Piedra. They were 30 pesos each and were definately better than any $3 cigar I have been able to find in Tucson.

I also bought about 30 Mexican cigars from Tuxtla, Mexico near Veracruz. They had no label and the manager said they are produced by a cooperative there. I read a little about the area around San Andres Tuxtla on the Internet. Supposedly it is the best tobacco growing area in Mexico because of the combination of climate and great volcanic soil.

All I know is they are the best I have ever smoked. They are quite moist, mild and have a very easy draw. They have a lovely dark, silky Maduro wrapper. They cost $40 pesos each, after my discount. They were more expensive than the Cubans but in my opinion worth it.

I had the good fortune to meet and speak with the manager there. His name is Fabian Gastelum Lopez. He is a young man - looks about 30, but appears to be quite knowledgeable about cigars. He is very fluent in English - which helps me a lot! Fabian told me I could call him on his cell phone anytime for information or to order cigars. He said he can ship them to the U.S. I am not sure how that would work with US Customs.
Anyway his cell phone is 6622567677. The store number is (662)217-03-23.

He has a clerk named Luz that works there also. Luz speaks a limited amount of English so it helps if you know a little Spanish.

Despite the language difficulties, Luz was able to help me find a good cigar. She seems quite knowlegeable about them and it was a pleasure to talk with her as she is a very lovely young lady of about 20 years of age.