There are a number of good cigar shops in the GTA. I go to The Smoking Cigar on Bayview (South of Eglington on East side); The Humidor on Hwy 7 Woodbridge (West of Weston Road on South Side); Cigars For You - two locations - Steeles West of Hilda and Carlingview near the peeler joint.
I personally don't always look to Cubans for the good smokes. There are very good sticks made in Hondouras or Dominican Republic. Just this past weekend I was in The Smoking Cigar and bought a fantastic Fuente cigar at $22 and beats any Monte or Cohiba. Cigar magazines are US based for the most part so they tend to list and rate non-Cuban cigars (with exceptions). Unfortunitly, some of those cigars are not available in Canada because of the Cuban companies. When I travel to the US I always look for US cigar shops and pick up some bargains. Our tax structure is out of wack and the US cigars are so much less expensive. My last trip I bought 12 cigars (including 2 excellant Rocky Patel Olde World Reserves at $12 each) and spent $80 US$.
A lot of the shops in Toronto (and other places too I assume) sell a house brand cigar that is equal in quality in some case to much more expensive Cuban name brands.
I also don't suggest you go out a buy a box. Buy singles to feel out the different brands and tastes.
I keep a diary of what I smoke and refer to it. Careful, you will get caught up in the whole thing. Buy a humidor, then buy 2 of the same cigar when you go shopping. One is for you now, and one is for later after it ages in the humidor. Soon, you will have a collection of varied sticks like my single-malt collection.