Havana Humidor will have the only legit Cubans you will find in Nassau. Fugazi is everywhere, liquor stores, kiosks, and dudes on the beach.
Last time I was there, beach dude offered me Esplendidos for $20 apiece. Ended up buying 3 for $15 for a hoot. Actually wasn't a horrible $5 cigar.
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Thanks Dave, Julian, James, Kelly, Peter, Gerry, Dave, Mo, Frank, Týr and Mr. Mark!