I drink beer and wine.
With cigars I smoke beer or port, and sometimes a subtle sweet liquor such as B&B.
But if you want to move towards scotch/bourbons, etc, then start with a typical "stand by" Scotch such as The Macallen 12 year old. My friends who drink like this, even if it's not their favorite.
It's under $50 and you can find it anywhere.
Then buy a similarly priced Bourbon.
Compare the two tastes and then go into your local and tell the guy what you liked and didn't like.
He'll steer you in the right direction.
Separately, I did a quick google under "Cigar Scotch" and found a website devoted to that.
It looks like it may sell over priced cigars, so I can't mention the name here, but if you want opinions that's a good place to start.
Even though I do like beer, sometimes it does feel "right" to sit down with smoke and a fine liquor.
Good luck.