I usually have it deliver from Cigar Emperor: they have it stored in a special room at the right humidity and temperature. They usually have it deliver to you the same say through Line Man.
I also enjoy going to Whisgars, where cigars are also stored in the same conditions. You can have a lady pour you a nice whisky and lighting a cigar of your choice.
Don't expect to pay the same prices than in the West though: it is definitely a luxury product here. If you find a better place with lower prices, please let us know.