I smoked cigars before I picked up a pipe. One of the main reasons I picked up a pipe was because like Ohin3 said, cigars don't keep well over night. It takes dedication to smoke a cigar, where as I've worked over one pipe load over the course of three days. My dad had told me that my grandfather would smoke a cigar about halfway, tear off the burnt end, pop the rest in his mouth and chew it.
I have tried smoking the rest of a cigar in my pipe. I cut it open and stuffed the guts in my pipe. It wasn't really all that bad, but I prefer the tobacco destined for pipes.