Here is a very good tool for understanding the many different variations of cigar shapes and sizes available for the consumer. Some shapes and sizes are obviously more popular such as a robusto or toro. However, current trends indicate that many folks think bigger is better and manufacturers are trying to accommodate the buying public.
I suggest making the effort to try several different shapes or sizes depending on your level of experimentation. It also matters how much time you have as larger sizes do increase your smoking time.
I am starting to enjoy the panatella and lancero shape again which gives you a different take of the product. Take a gander at this chart and enjoy no matter what you smoke.