The different parts of the cigar, like the stem in the leaf compared to the leaf, can burn at different rates, especially if they are not well rested. The best thing is to make sure the whole cigar is at the proper humidity. Taking a dry cigar, sticking it in a humidor, will cause the cigar to absorb water. If it has not been in there long enough the middle of the tobacco may be drier than the outside. Etc etc.

Also, I've found that "purging" also helps with burning issues. As you notice that one side is not burning as quickly as the rest of the cigar, you can purge it, ie blow smoke out of the cigar instead of inhaling. It will heat the cigar tobacco and can catch fire to the unlit part.