My first cigar was a Macanudo something-or-another. I remember smoking it in the parking lot right after I'd bought it. I was laid up in the parking for an hour or so after smoking it before I was ok to drive home. I faintly remember laying on the ground next to my truck waiting for the crappy feeling inside of me to go away.

<- Like that but more nauseated.
First cigar that really pique'd my interest was either the Tatuaje Verocru No. 1 Lado Occidental or a Davidoff Short Perfecto. I can't remember which one I smoked first.