You might be able to pick up some crummy ones in Nassau (tourist trap town ... I wouldn't trust the labels to be honest).
Your best bet is to cuddy up to a Canadian; they are legal there, so you can get them in Canada. Taxes are pretty high on tobacco products in Canada, so expect to pay a bit. But you can get high quality Cubans there that you won't see in the tourist trap towns elsewhere.
The last cubans I had were not very good ... I suspect they were re-labled cheap Dominican or something. That's what I get for only spending $10 each on them.