I usually put my burning cigars across the top of a ceramic mug on my workbench when I'm in the garage. The great thing about ceramic is that it's pretty much fireproof. What fun is that? The real problem, though, is that the cigars got short enough toward the end of smoking that they wouldn't fit across the mouth of the mug. So, I built an adjustable holder that IS flammable:

Super easy to build. A couple of pieces that sit veritcal, one that is permanently attached at the end of the base. The other has two magnets in the bottom that are attracted to the sets of magnets stuck into the base. As the cigar gets shorter, you simply slide the movable vertical thingie closer to the fixed one.

Magnets are left over from the casino dice Rubik's cubes I made (see posts coming soon).

I had no plans. I just ran some extra pieces of pine through the band saw and drilled some holes for magnets and used Super Glue Gel to hold them in. Nothing to it. Hopefully, the cigar never burns down to the point where the hot end touches the wood on the holder. :)