I've had a La Finca before, although many years ago, and it was pretty good as I recall. I think the secret to your bad experience lies in the words "dry as dirt." Tony's either does not take care of their humidor very well or they got them from someone who let them sit in the car for a few days before bringing them in. Or maybe they had been in the UPS warehouse for a week before delivery and in the store's box for only a few hours.
Regardless, if a cigar's too dry, it doesn't matter how good it is, it won't perform its best. In fact, it will be exactly as you described: hot, harsh, unpleasant.
Even if the store you buy it from takes good care of their humi, it's still not a bad idea to let some sticks sit for a week or two after bringing them home. A friend of mine in California bought the CAO Cuban Press box about a week and a half ago and intends to let the sticks rest another week or so before getting into them, simply because they took close to a week to travel from Nashville to SoCal and he bought them from the store the day after they arrived (I know the store, it is a trustworthy place). I bought the same set a day before in Chattanooga and let them sit in my humi a couple days before tearing in.
Hey, if you really want to try something interesting and unusual (and maybe something to make you forget the La Finca experience)...they sell "Kentucky Cheroots" at The Humidor in Murfreesboro. I picked one up a few weeks ago and lit it up last week. "Made only with the finest tobaccos from Kentucky and Tennessee." Only $2 a stick, though!