Oh wait. I thought this was a shopping list not a multiple choice...
Seriously, I buy all of them depending on the situation:
Singles - For those really expensive cigars that I want to try out (or those that interest me when I'm window shopping at my B&M).
5 packs - The ones I want to try that doesn't fit into the single category.
Boxes - For those that I like and come in boxes.
Bundles - For those that I like and come in bundles.
I figure there's a reason why my humidor is designed to hold both boxes and loose cigars. Far be it of me to go against the design of the humidor maker.