It honestly doesn't matter. Etiquette used to be that you didn't leave the band on else you were "gloating" or showing off about what cigar you were smoking. Now it doesn't matter so much. I take the band off when the cigar burns down close to it. Some bands if you take them off too early (before the glue gets heated up) they will tear the wrapper. Then if you took it off at the beginning, you ruined the whole cigar. At the very least if you take it off later and it still tears, you've smoked most of the cigar
