My Genius 英和 dictionary says only 細い葉巻.　I suspect this is only an
explanation rather than a translation.

I've seen リトルシガー (I took a while to decipher リトル) and ドライシ
ガー on the same place. Do these terms denote different types of cigarillos?

I've also seen ミニシガー and シガリロ, for instance here:
http://csx.jp/~wrlz/cigarillo.html

So, do they all mean the same thing? Which term would a cigarillo smoker
use? What about a non-smoker (or which term would be easier for him to
understand)?

WWWJDIC has no entries for either "cigarillo" or any of the attempted
Japanese translations above. Besides, the entry for "cigar" includes
this example:
# 葉巻はいかが？
Have a cigarette?

Is 葉巻 really used for cigarrettes?

(crossposted to f.l.j because I know there's a couple of cigar smokers
that might help me)

---
Rafael Caetano