You would have to think the one he smokes in the opening credits could be something besides a CAO.
Also, Tony gives his neighbor a box of Cuban Montecristo cigars in episode 10.
Here is some of the transcript:
Now, this is just a little token of my appreciation... For recommending dr. Melfi. She's a good shrink. Now, I'm not always a model patient. What? You didn't have to-- these are montecristos... These are Cuban? Yeah, they're the best, right? They're illegal, aren't they? They're cigars. They're dreamy, ton'. You're a good neighbor, Bruce. Look, I'm a doctor. I make referrals all the time, Tony. You don't have to give me-- no biggie. I bet these mother****ers were hard to come by, huh? Yeah, they fell off a truck.