When my other half has bought cigars in Mexico he usually shops at the cigars shops in port to ensure that they are fresh. Most of the 'talks' they have on board during your cruise will say the best places to shop for certain items (cigars,alcohol,jewlery etc..). As far as having to turn in the cigars when you get back on board I have never heard of that, only alcohol, if they catch you. Yes, I do believe you have certain areas that are off limits to cigar smoking. Have a great cruise!!!