Welcome
Welcome to T25C dude! I see that you live in my neck of the woods, we should plan our own little herf get together sometime, maybe at Mountain Branch restaurant -- I've heard (from more than 1 source that the owner is very cigar friendly).
Anyhow, back to Thompson's. Thompson's was my very first source of cigar purchases, and I still continue to make purchases there from time to time, but my palate has changed over the years and I now buy from other places as well.
So here's been my experience with them, I don't know what others' experiences have been like.
The Good: 1) They have a large variety of product that appeals to most American Palates; 2) They have nice combos if you want to try some new products or samples; 3) They have good quality humidors & I've been really happy with my humidor purchases through them (good craftmanship, good seal, breatheability, aesthetics, and price); 4) They have several brands that are exclusive to them, as well as several lines of Thompson's own brands; in general the quality is OK to good (can be variable), but for the price and having an inexpensive day smoke, it's quite decent; 5) They have a cigar club that include regular box shipments of a favorite brand to get you started and they do try hard on their customer service; and 6) You can find harder to get brands through them (i.e. Zino, LaAurora, Ashton VSG, Padron Anniversario -- oops! let that one out of the bag) -- they deal in enough volume & have an established reputation with most cigar producers that they obtain regular product in quatity.
The Bad: 1) Shipping is expensive and can be VERY slow, but if you specify 2nd day air (for an extra charge, you will get it w/in 2-3d max.), 2) They have on occassion placed an order for me, only to find out that they were out of it in inventory and did not notify me, but they generally made good when I called back to inquire; 3) They are a bit pricey especially for harder to get lines you might find yourself paying up a 20% premium over regular retail price, a lot of discounters can beat that price but may not have the selection; 4) If you're dying to try a new cigar or line that's just come out, other retailers will likely have it before you'll seee it in their catalog.
So there's a bit of a scoop for you. Hope I've been helpful.
You might also look into other major catalog cigar sellers like JR Cigar
http://www.jrcigars.com/ , Holt's Cigar Co.
http://www.holts.com/cgi-bin/ncommerce3/ExecMacro/index.d2w/report , and FAmous Smoke Shop
http://www.famous-smoke.com/cigars/cigarstore.cfm/.
Good Luck
MoTheMan