If your humidor came with a floral foam humidification device, first thing ya gotta do is get rid of it and get a real humidification device.
I got myself one of these things:
For my main humidor:
I have another smaller unit on order, along with a digital hygrometer, for the smaller humidor I received as a present from my brother in law.
Do I store with the cigars in the cellophane or without?
Yes.
For storing, in the cellophane.
For aging, out of the cellophane.
I like having a variety of cigars to try out. Leaving them in the cellophane helps to protect the wrapper when I'm digging through them for my next smoke.
By the way, I also have bunches of cigars on order to fill my humidors.
I'll let them sit in the humidor for a month or so before smoking.