#1) EDITING!! Most Podcasts at way too long and way too boring, edit it down to under 30 minutes, and put them out more frequently as opposed to longer and less frequently.
#2) Reviews of multiple cigars...but something creative. Maybe a theme of the show (morning stogies, "most Cubanesque", etc.). Offer food/booze/wine paring ideas.
#3) They have to be funny and entertaining or no one will watch! Only famous people or those with awesome info can afford not to be funny.
#4) Industry rumors. There are entire websites in many industries that are based solely on rumors. Look for things here and there, look for rumors about the companies you're reviewing that week.
#5) Contests, contests, CONTESTS! People will listen if they think that they might win something. Figure out a cool way to do a contest every show...a free 5-er of the stick(s) you're reviewing...something.
#6) Guests on the show. Bring cool stoggie industry people on. Bring on a tercerdor and have him/her show us how to roll a cigar, etc.
[You'll likely have to start out offering your own stuff, then as you get viewers you should be able to score promos both for reviewing and for giveaways.]
Good luck!