And how much is "in moderation"?
Well, how many slices of pizza before it becomes gluttony? I think two slices is in moderation for a man my size, but if my young son were to ask for two, I'd know he was being gluttonous.
The answer to your question varies by person.
In all things we must practice temperance and moderation. Ask your spiritual director how much is "in moderation" for you.
Pope St. Pius X was said to be a cigar smoker.
What type?
No idea. I've been to Vatican City, but I don't recall seeing any branded cigar bands lying about when I was there. Then again, that was 93 years after his death, so they were probably swept up at some point.
Also, is there a list of legitimate pleasures somewhere?
Not that I know of... That's where a good spiritual director and a well-formed Catholic conscience come in handy.