I just read through this whole topic... very interesting responses so far! In addition to the previous "smoke 'em if you've got 'em" ideas, my experience is as follows...
At least 50% of my enjoyment of a cigar is dependent on variables outside of the cigar: mood, time of day, taste/flavor craving, weather, etc... I've wasted a couple high-class cigars because I was saving them for a particular occasion. Fortunately, it didn't take me long to realize that it's a mistake! If you save a particular cigar for a particular occasion, you feel obligated to smoke it when that occasion arrives. If any of the aforementioned variables aren't in the right mode for enjoying that cigar, you're just cheating yourself out of the fullest experience for that cigar! In addition, the psychological hype usually ends up making it a bit of a disappointment for me.
I've since taken the position that I'm "aging" whatever good smokes happen to be in my humidor at the time. I don't smoke 'em for just any craving (which I usually get every time I look at them). I wait until I just feel the variables are all perfect and then I fire it up. It could be a special occasion, or just any old Tuesday - but my enjoyment of the cigar is peaked because I know I'm in the perfect mood/setting/etc. for it.
That having been said, I do understand the idea of keeping "special" cigars for "special" occasions (a 10yr old cigar for your 10yr old's birthday, etc.). My point is, don't be afraid to light up a super-premium when the mood really hits you, chances are you'll enjoy it more than you will when that special occasion finally rolls around!