If you can, find a beer store that allows you to mix and match singles. It is a great and fairly inexpensive way to try new beers and new styles. I would start with getting some basic styles, maybe include a brown ale, a pale ale, an IPA (not a double/imperial IPA), an amber, a stout, and a porter. Summer is here so you may want to try some Summer seasonals as well. Also try local beers and as mentioned above try some Belgian ales, I find all of the different styles pair well with cigars just in different ways.
This is a link to Beerfly that will help you locate beer stores and bars
http://beeradvocate.com/beerfly/
I looked up Yukon and it looks like you are fairly close to OKC and this store has a good review. I have no knowledge of OK so if I am way off my apologies
http://byronsliquor.com/