I went to Cuba. It was fucking rad and weird as hell. The people are great, there's music every where you go, they love baseball and cigars and rum. Plus all the other stuff you might expect on a Caribbean island with beaches, etc.
The cigars will be cheaper than anywhere else, but not cheap. If you search online you should be able to find price lists. Personally, I don't find Cohiba to be worth the price premium. I'm partial to Upmann if you're just looking for one marca that is pretty wonderful all the way through. Personally, I'd probably go for the Connoisseur No. 1, the No. 2 Piramide, or hop over to another brand and get Juan Lopez Seleccion No. 2s.