Seriously. I've been looking and asking around too. If you hear anything let me know please.

-A

I do believe there is a tiny store outside the Sheraton. Not sure what cigars they actually stock.

cheaply is the hard part but my husband treats himself to a decent cigar intermittently from the Vine (Xuan Xieu)and the larger hotels - also Jafa at ciputra (around $8 for 1) don't know what they are though he did say duty free in Thailand was about the same price

I've seen a few around at some of th nicer bars and restaurants, but I'm living a couple of hours out of town so I' like to buy in bulk (or at least a few!) to take home with me.

I occasionally buy a couple boxes of Cuban cigars (to send home to Canada) from the fixed shops at the top of Hoan Kiem. They have real Cubans, with seals and everything, but they aren't cheap.
That's the only place I've seen boxes of good cigars.

For what it's worth, I found a lousy selection of poorly kept cigars going for almost $40 each at the Sofitel the other day and kept on walking.

Later, I found the Latino Bar in the Melia Hotel. They had a pretty nice little selection of Habanos starting at $11. I got a Montecristo #3 for $14 that burned a little unevenly, but was delicious down to the nub.

(And, although they they dress the staff like icedancers, they were all very nice too.)