A Missouri Meerschaum Legend is the classic place to start with cobs, you can probably still get one at Rite Aid if you don't wanna wait for online.
I, as well, am a converted cigarette smoker. I smoked 'em from the day I was born 'til the day I found Mac Baren's HH Bold Kentucky. Now I can't even smoke them if i try. I'll bum one on the jobsite and I can't even bring myself to inhale. I inhaled once, and my throat was on fire (and that's a throat that smoked 2 packs a day, full flavor, since grade school), and now anything besides American Spirit tastes like death, and even American Spirit just tastes like a super dry, bulk Virginia that's burning way too hot.
I gotta warn you though, if you're planning that switching to a pipe is gonna save you any money... Just run. Run very far away from these people, and don't let any of them look you in the eye.