Any good tobacconist can always steer you to cigars that fit into your general flavor and strength preferences, once they know what they are; and most of them carry cigars in nearly all price ranges. Not every cigar they recommend may be just what you're looking for, but if you can discern the difference between strength and flavor you'll quickly learn why you enjoy the ones you like; then your tobacconist can be a lot more helpful.
tonygraz's idea of buying just two or three sticks is pretty sound. If you still can't decide about a particular cigar after your third one, it just doesn't turn you on enough to buy a larger quantity. (Right now, I mean. Your tastes will probably change some over time.)
I generally buy anything that's new-to-me as singles from a local shop, go back for two or three more if I like the first one enough, and then possibly graduate to five-packs from online vendors until I'm ready to buy an entire box/bundle. Then the local guy gets first crack at my business; he'll even special-order a brand/line/vitola he doesn't ordinarily sell, as long as I'm buying a whole box.