In general, I do have a certain group that I try to always have in stock:
Padron Anni - the 64 Principe is a great 45 - 60 minute smoke that never lets down and the 26 a couple times a month
Tabbies - I am on kind of a custom rolled kick now but can not justify more than one a month
LGC - small gauge delicacy
Monties and Parties - 6 of one / half dozen of the other
Taboo - for me as a value smoke it is hard to beat
I am always up for trying new things but have found that I am not as attracted to the devil site, ci and some of the others for the simple reason that although it may seem like a great "deal" if I were to hold off on one or two of these "deals" I can get a box of one of the above...
We all have different tastes. It is valid to say Rockies are your favorite, it was for me for a while and then I swore off of them until I tried the Winter cigar he put out last year, I really liked it and will probably buy some more.
As others have said, it is a journey, enjoy the journey and as the old adage goes around here - "smoke what you like and like what you smoke..."