No comment on the FOG's vs newbs "use the search!" debate ;-)
I use a Ronson butane torch. ~$3 at walmart, IIRC. Looks nice, good hand feel, and works great. More expensive lighters are pretty, but I don't quite see the point (though I've never used one, so I could be missing out, I guess). I always start out by toasting the foot...to be honest, I'm not sure why, only that that's the way I was told to do it.
I saw a video on the "three match method" from (I think?) cigar afficianado magazine that looked neat but I've never personally tried it. He slowly rotated the cigar over the match flame until it was perfectly lit, before he cut it.