It's been my experience that the monthly clubs are a waste of money. They push cigars that they can't get rid of and at a higher price than could be had elsewhere. Lots of good samplers to be had if you look around and you'll get a lot more bang for your buck. Try a Fuente or an Oliva sampler to get started and let us know what you think. Everyone has smoked these and can give you some suggestions from there.
