First, lets talk about tobacco and humidity. Tobacco needs to be kept humid so that it does not dry out. Makes sense, now doesn't it? A dry cigar will burn faster, and hotter completely changing the taste and complexity of the tobacco. Cigar makers blend different types of tobacco together to create specific tastes. They use tobacco that has a humidity level of 70%. To hold that cigar at lower levels of humidity means that what was made for a specific taste will no longer taste that way. And that sucks.
What is a guy to do? Get a humidor, is the answer to that question.

Just exactly is a humidor? It is a storage device, usually a box with Spanish cedar lining. This box has a device to hold the humidity and temperature at a constant level. That device is either an electric powered humidifier, or it is a passive humidifier.

How long your cigars should stay in the humidor until you smoke them is up to you. I follow this line of thought: if I buy my cigars from a smoke shop, they go into the humidor for a good 2 weeks before I even think of smoking them. Why? Because smoke shops have sketchy humidity devices at best, and I want to make sure that my cigar has been re-humidified before I smoke it. I do shop at a tobacconist who has a walk-in humidor where I can read what the temperature and humidity levels are. When I buy there, I know I can smoke my cigar right away If I so choose.
The long and short of it is, if you are going to smoke cigars you need to have a place to keep them where they aren't going to dry out like autumn leaves. You need to buy a humidor.