Well, what I'm surprised hasn't been brought up yet is that the general rule of thumb is to let the cigar rest after purchase. A lot of stores keep their humidors a bit moister than what you would keep at home.
If it is being a pain to keep lit, it's probably a bit wet, and needed to be dry-boxed for a day or two.
I know it goes against your current ways, but once you get into this a bit (humidor(s), dry-boxing), you will notice a difference between a fresh from the store cigar and one that has been given some time to be ready to smoke.
