depending on the cigar, I try to let them rest for quite some time. Atleast a few months - for example the Ghurka I smoked the other day I had for about 4 months and it was fantastic, and I think that can be attributed to letting it sit for a long time. Of course some cigars should be aged for...years before they can be properly enjoyed.
Edit: I suppose I should mention that I don't let all my cigars age for months, many milder smokes sit in there for as little as a week before I smoke them, but never a really quality smoke that I expect to have a full/strong body to it.
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