Back when I smoked cigarettes, I got the hiccups from smoking quite frequently, at least a couple times a month. At the time, if I smoked a cigar, I would occasionally get the hiccups as well.
Since I quit smoking cigarettes a few years ago, I haven't gotten the hiccups from a cigar more than once or twice. It's EXCEEDINGLY RARE now.
From what I understand, hiccups are caused by an abnormal burst of air entering the throat/lungs, which for me was pretty freakin' common when INHALING a cigarette. But since I don't inhale cigars (short of doing it accidentally) and since cigars are for me a slow, relaxing experience, I don't get any sudden bursts of air now...and for me, that means no hiccups.