I love Corsica. I first visited the island a couple of years ago and absolutely wanted to spend at least one week there this year, which I finally managed to do. There are no other places with the same concentration of breathtaking sceneries. Furthermore, the food and the wine are beyond reproach.
As for the cigar shops, there are a couple of nice places. Out of 6 tobacco outlets that I tested, I selected two that have the best choice. The first one is called "Le Havane" [Google Maps] and is located on the Cours Napoléon, the main street in Ajaccio (there are at least three more cigar shops in the same street, but this one is my favorite).
The second place is a little farther from the city centre, but it is worth a visit. "Carpe Diem" [Google Maps] is the only one B&M that has a walk-in humidor with all the latest releases. Some non-Cubans as well, such as Nubs and Ashton VSGs.
I managed to find what I wanted (the 2009 French Regional Edition - review coming up!) and I think you will, too. Have fun in Corsica!