about 90% of the cuban cigars at minimum are fakes. i have seen a few 5 pack boxes of montecristo #4's that were green and at the time i thought these must be authentic so i smoked a few at about $10.00 each. my suggestion, sorry to dampen your enthusiasm, would be to bring your own, and bring enough to last.
down town mazatlán has at least 4 "tres hermanos" shoe stores and you can get some great bargins on all leather half boots.
do the para sailing on the beach.
i can't think of any other tips except always "protect youself", and have a great time.