I've been wanting to get a pipe. I might invest in me a cheap cob pipe this week. A question though sir hump. My friend use to have one and when we would try to smoke it, it wouldn't stay lit for crap. Every puff we had to relight it. I think we were using some Walgreen's blend. Any idea what the problem was?? I even tried drying it in the oven for about an hour, but that didn't help either.
Get yourself a tamper.
Loosely drop the tobac into the bowl until it's full, then use the tamper to get it down to about half-full. Refill loosely, tamp again. Top it off, and tamp again.
Then light it and it will kind of swell up from the heat and go out pretty quickly. Tamp again.
Then light and puff away...
Or, do what I do... pack up the bowl, tamp it down, light, let it die out, light again and just smoke half a bowl.
The tamping is definitely a bit of an art and takes a little practice to get right. And the type of tobacco also makes a difference, as does the moisture content. Generally you want the tobac to brake apart when you drop it on a sheet of paper, or else it's too moist, though I've gotten accustomed to smoking moister toboc which seems to burn cooler and be a bit more flavorful.
Check out frenchyspipes.com. They have a good selection of cobs and he's running a sale right now, although saving 10% on a five dollar cob isn't going to save you much...