Skim the duty-free shop the next time you're at the airport to get an idea of what they offer.
Find out the different duty-free limits for the country you're in. Every country has a different liter limit on alcohol, carton limit on cigarettes and most have a number limit on cigars.
Look into price ceilings and other factors, as well. The U.S. has an $800 limit on goods, while residents of certain countries are allowed half the amounts Americans are.