I've been at this for a long time, yet this question remains an ongoing challenge.
I say that primarily because I have found that one of the main unknowns in the equation is me--we all change over time in terms of what we like from year to year, or even month to month. Some of this is physiological due to aging and how that affects our ability to taste and our preferences; some is circumstantial--cigar smoking is in large part an emotional activity, highly dependent on where we are in life at any given point in time, plus micro factors of mood, season, location, available time and others. Cigars do change over time but I think we and our preferences may change even more.
Nonetheless, some predictability does come through for a limited number of cigars that are, for me at least, reliably going to remain of interest over enough time to allow for going deep. I stress the word "limited" and it does take a few years, as Rob said. Not just to give you enough time to establish your own preferences and predict which of those preferences will stand the test of time, but you also need enough time to be able to have a general idea of where a given cigar is going to be down the road and make a reasonable determination that you will like what it is going to taste like then.
Time will also teach that not all cigars deliver the same pleasure down the road as they do when young. You don't age Beaujolais. As just one example, I have no need to go deep on Parti Shorts--to me, over time they lose the "wham bam thank you ma'am" slap in the face that they deliver when fresh, and that is what I buy them for.
The increased ability to trade in and out of things has reduced the risk to a degree so have fun with it!