Was this in a Columbo episode?
Columbo is walking around with an unlit cigar. One of the other cops offers him a light. He refuses, tells the cop he is trying to save money so he isn't smoking them, he just chews on them. The other cop says "why don't you just buy a cheaper cigar?" Columbo says "I don't want to lower my standard of living."
I know I saw that scene somehwhere. Was it Columbo?