thats like asking what cheese to eat with wine
we need more information! what KIND of cigars do you smoke? cornerstore cheapies? Cuban hand rolled? big fat spicey cigars? small narrow sweet cigars?
Whiskey can range from smokey and peppery to mild and citrus tasting.
I prefer a 6x52 with Glenfiddich on the rocks with a splash of cold water. if your sucking on 7x49's you might need more flavor in your whiskey (ahem... scotch) to keep up with all the spice of the cigar.
if you prefer small, sweet cigars then you might want a nice whiskey blend ... say Forty Creek or Weisers Deluxe with water to allow the sweetness of the cigar to not get drowned out.
Someone else said Macallen, its a great scotch but I'd stay away from the single malt's until you get a taste for it, they are delicious but have A LOT of flavours and might be a bit too much at first.
I dunno....... I'm just a putz anyway
oh one more thing........... DO NOT put coca-cola on the table!!!!!!!!!!!!