Smoke Cuban cigars whenever you can get them as Dave Letterman does. Make sure that when confronted with the allegation that you smoke Cubans, which are contraband in the US, that you deflect the question by insisting, as Dave Letterman did in an interview, that you pay your taxes.
Opt for excess instead of moderation when it comes to the number of cigars you smoke each day, choosing to smoke up to 20 cigars a day, like Dave Letterman did in his cigar-smoking prime.
Chomp on the end of the cigar or keep the cigar between your fingers when you can't smoke it or when you simply feel like taking a break. Dave Letterman keeps about the last 20 percent of the cigar between his forefinger and middle finger just to preserve the feeling of the cigar.
Start and stop smoking in regular intervals that each last a year or so as Dave Letterman did for most of his cigar-smoking career. During your off periods, really stay off the cigars, but when you get back on the cigar smoke wagon, go at it with full force.
Prefer to smoke humidored, well-preserved cigars and insist on smoking only quality rolls.
Indulge in cigars with other talented and well-known people, as Letterman frequently did on his show, smoking with the likes of cigar-loving Madonna.