The current situation regarding leaving Cuba with cigars is as follows. You are allowed to leave Cuba with up to one thousand dollars worth of cigars. Normally they won't make much fuss over a few extra cigars, but if you have fake cigars or no receipt you will lose your cigars and gain a sad story to tell your pals back home. After you pass through immigration and customs you will enter a waiting room where you can buy food, souvenirs and all the hyper-inflated cigars you want free of restrictions. The selection is always lousy at the airport and you still need to consider going through customs at your destination.
Most countries including Canada and Mexico only allow one or two boxes per passenger.