I smoke a cigar every time I golf whether it's playing the twilight special by myself or with a foursome. I usually walk when I play and I don't have a cigar clip. When I'm about to make a shot I just throw the cigar on the ground. I'm usually in the rough so it has some cushion
If I'm actually on the fairway I'll just lightly throw it on the ground. I don't take great cigars on the course with me because I'm not really concentrating on them. If you don't have a cigar clip don't worry. You'll be fine. BTW I'm REALLY jealous that you're golfing. I can't wait...