I don't have a picture right now, because my phone (camera) sync cable is broken. Sorry.
But I picked up an unlabeled plant from Lowes last year as a cheap fill-in for a bed at my front door (we had just finished building - with NO landscaping, but had invited our friend to have her wedding reception there - wanted some quick 'dressing' for the bed).
Anyway, this was a small woody-stemmed shrub-like plant with VERY tubular orange flowers. The leaves are somewhat narrow citrus-shaped, though they don't have the citrus gloss or brittleness. What struck me most, however, are the flowers. The do not appear to have any petals, per se - just a small orange tube with the stamen, etc down in it. No frill, no lip - just the tube, about an inch long and maybe 1/4 wide.
I left it in the ground over the winter - didn't really expect it to survive, but it died back, then came up full & strong this year and is now about 3-4' high. It's in a nice well-protected mostly sunny corner, so it's probably in a zone 8+ microclimate in my yard. (Maybe even zone 9..it's in the 'courtyard' of our U shaped house & facing South)
Don't mean to step on anyone's feet, but a few things in BackyardZoo's description make me reconsider the ID. First, Cuphea ignea's flowers have a dark purplish coloration at their tips. Also, BZ's mentioning of the plant being "woody-stemmed shrub-like" and "3-4' high" sound a bit odd for cigar plant.
BackyardZoo, you might look closely at Hamelia patens (also called "Firecracker Shrub"), which would also fit your description -- especially with the regard to "woodiness"... http://davesgarden.com/pf/go/1844/index.html