Highland is from the northern part of Scotland, so you get a bit of the speyside character but with some smoke. Generally speaking, a speyside is going to be your best bet for an intro, maybe even a lowland although pairing them with cigars can be somewhat tricky.
As mentioned, I'd look at Balvenie, Glenfiddich (they are neighbors and owned by the same family), and Glenlivet. The good thing about Glenfiddich and Glenlivet is that you can usually get one of the mini-bottles from your local liquor store (and some grocery stores). So for a few bucks you can try it out first.
I've found that most people entering scotch have their best experience with Balvenie DoubleWood. I would definitely start there - HOWEVER - one of my favorite young scotches for pairing with cigars is the Balvenie Caribbean Cask.