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It's kind of a no-brainer: you'll smoke a cigar until you don't enjoy it, right? That's what they say. Well there's also an unwritten rule that a cigar is done when you've smoked it halfway. Maybe a little farther, but get much more than two thirds of the way and you're done.
Why is that? You'll see some guys smoke a cigar to the point where it's just burning ash in their fingers. Other cigars aren't worth much more than a few puffs and get tossed after the first inch or so.
The truth is that a cigar loses some of its flavor if you go for a “short finish,” or smoking it way down. The cigar burns hotter and the smoke feels hotter in your mouth. Moisture and tar start to build up the closer you get to the cigar's head, which can make the cigar taste bitter. The flavor starts to change for the worse, leaving a bad taste in your mouth. You could have trouble nubbing it out, too.
It's really up to you to say when your cigar is finished. Smoke to the bottom of the cigar if you're enjoying it or go for the long finish. Never suffer through a cigar you don't like. Life's too short. Or just try an electronic cigar – you can re-light an electronic cigar and enjoy it until the vapor runs out.