As a 20+ year cigar/pipe smoker (cigarettes suck) I just use the floor of the XJ for ashes, thats why I Rhino'ed it (1 reason anyway). After the cigar is dead and cold toss it in your trash bag. I have been guilty in the past of the flic out the window, but as I grew older I realized the negitive impact on public perception this has on my other favorite hobby. Ashtrays that fit in the cup holder are cheap, in the worst case a can and some velcro is a good idea. A lit cigar has far more BTU available than a cig. and poses a greater hazard.
Another alternative is to switch to a pipe on the trail....no ash to flic, when its done, let it cool in the pipe and toss the ashes in your trash.
It is not hard to get creative with this, there are many ways to dispose of your ashes properly, there is no reason to just toss it out the window anymore.
Line your ashtray with foil, problem solved.
Rev