I did once and it took days to get of the lingering smell. After that, no more for me. I found that I didn't enjoy the cigar as much either.
I have done it a few times, but I found it was not all that enjoyable. The smell went away after a few days, but I prefer to sit and relax while I am having a smoke.
For me, it is relaxing. My normal commutes don't encounter much traffic, so when I take a drive which is longer and I know I will encounter some stop-and-go traffic, the cigar relaxes me and I don't get as frustrated in the jam.
I do on long drives.