An update as I did buy everything online from the US, based on wanting a humidor and realising the shipping did not add much when I added boxes of cigars to the order.
Ultimately I bought a solid humidor, a few accessories and filled it with 81 non-Cuban cigars for about $1,100. Had I bought this in a retail store here I estimate it would have been about 1/3 more expensive, but it is hard to judge, as comparing Cubans with non-Cubans is difficult. The ones I got were all 90+ rated on cigar aficionado, so they are far from stogies.
The duty made up about $450 on that based on weight of the cigars. Customs did mention if you bring more than 400g of cigars (about a box of 25s) you need to apply for a traders permit. As this was news to me, they waived this rule, but the duty was no more or no less.
So given the average Cuban cigar is about $25 and I got my excellent non-Cubans for about $10, I think I did alright. The caveats being the Cuban brand and its cache, the fact I bought a humidor much cheaper than retail, and the waiving of the importers permit. Without those factors, I think the cost differentials are insignificant.
Strong Eagle wrote:You cannot bring in tobacco products of any kind, in any way, without paying duty on them. Your cheap Cubans will cost just as much once you pay the duty.
You can, of course, bring some in your luggage at the airport; recognizing that this is illegal, and if you get caught, there will be fines along with duty.