In today's market choosing a brand of cigarette isn't easy with so many available and clever packaging you have to do your research.
Cost is also a matter in some cases. I have found that lesser priced cigarettes seem to burn faster, therefore are less satisfying. Also the less expensive a cigarette brand, the stronger the lingering odor. The odor is a factor to a lot of smokers including myself. Especially if you work indoors such as an office setting with non-smokers this can be a factor in your decision. Some of the medium priced cigarettes are not as bad on odor as the cheapest brands. I can always tell when someone smokes a cheaper cigarette just because the odor is very unpleasant.
Cigarettes have different flavors. Full flavor is usually much stronger than ultra lights, but it will also be different with each brand.
Full flavor cigarettes are probably the strongest available if you are a serious smoker. There are lights and ultra lights. Both have perforations around the filter to reduce the amount of smoke you intake. The ultra lights having the most perforations therefore less smoke.
Menthol is in a league all by itself. Believe me the word menthol is used for very good reason. If you like the smell of the menthol you will enjoy a menthol smoke. And they don't seem to be as offensive with odor.
I have been in convenience stores that actually sell single cigarettes for those "only when I drink" smokers, if you are lucky enough to find one this is an inexpensive way to try a different brand. Another good option for testing brands is to check out what brands your friends smoke and ask if you can try one. The worst thing about finding your favorite is the cost. You may go through a lot of money if you purchase several brands that you may dislike before you find your perfect match. In my opinion, the name brands are the best. The quality is just much better, but you do have to pay for quality. The taste, burn time and odor is so much different than that of the "cheap" brands.
If cost is an issue, by all means, try the cheaper brands. Who knows, you may find one perfect for you. If that is the case you will save a little money along the way.
I choose the more expensive brands simply because of taste and quality.