How to infuse a cigar with bourbon.

The beat way I am familiar with is to dip the end of the cigar into a glass of liquor . Be careful not to soak it, just a quick dip. Brandy, Cognac  would go well. if you are interested there are great flavored ones for sale.

Don't know if you have tried them, but most nice cigar shops will offer the Maker's Mark infused cigar.  It is fantastic.  It was actually the inauguaral cigar that W smoked moving into his second term.

The proper way to infuse the cigar with liquor is to place the liquor in a napkin or cotton ball and place the cigar and the napkin or cotton ball in a zip lock bag. Seal it and wait a few days. The cigar will naturally pick up all the smell and taste of the liquor. Tobacco is a very absorbent leaf and it should suck in the taste and smell. In addition, you can take a towel, moisten it lightly and pass it on the cigar's wrapper. make sure that it is not wet and only slightly moist. That will enhance the liquor's taste and smell on the cigar even more. Make sure that you smoke the cigar after it is completely dry.

If you have an extra humidor, soak your humidifier in your liquid of choice.  Otherwise, make your own humidor with a tupperware container and the corner of a small sponge soaked in liquor.  Make sure the sponge doesn't directly touch the cigars and keep an eye on them, so they don't get too humid/moist.  You may have to trim the sponge accordingly.  I'd keep the cigars in there as long as possible (at least a month or two), refilling the sponge if it dries.  The longer you keep the cigars in there, the stronger the taste of the liquor they will have.  Good luck!