If you are planning on buying Cuban cigars, you cannot legally bring them back into the US. You can, however, smoke them while you are on your cruise (I know that does not help if you are looking for a gift to bring home). The cigar store I visited earlier this year, did make a copy of my passport before they would sell me anything. Hard to say why that was needed. It did make me nervous that I was going to be searched upon my return (even though I was not bringing back any cigars whatsoever).
Bottom line, you can buy entirely legal (non Cuban) cigars on the Disney ship at very good prices. I would not waste my time hunting down cigar stores on the islands that are oftentimes known for relabeling cigars (selling less expensive cigars with a more expensive label taken from another cigar). Best just to get them on the ship before you get back.
DWF