I like honghe (红河). Double happiness (红双喜) is better than average. All foreigners are supposed to like Zhongnanhai (中南海) and clearks will generally pull it out as soon as you look at the smokes counter. They taste the closest to non-Chinese cigarettes, but they burn up pretty fast, and leave a dusty feeling in my mouth. Davidov is pretty good when you can find it. The Marlboroughs aren't the same Marlboroughs you get in the states, and are overpriced.

For more expensive cigarettes, Nanjing has always been my favourite, but a bit pricy.