My day-to-day scotch is Dewars. It's not fancy, but I have yet to find anything it didn't go with. For the "heavy guns", I like Macallan and Glenfiddich for most general purpose smoking, and Lagavulin for ballbuster full bodied cigars.
These days, though, my favorite cigar booze is rum, neat. I like Bacardi Anejo. I have some Haitian (Barbancourt?) rum I also like. And I -- ahem -- receive a bottle of ISOM rum as gift and it is some of the smoothest, nicest sipping rum I've ever had. Goes great with any cigar.