There is no real rule of thumb when it comes to knowing if a cigar needs age or not since everyone's tastes are different. What one person thinks is good another might find flat. That being said, usually a sign that a cigar is still young is a grassy flavor. If you pick up a fiver or a box and find you don't like the first one, try letting them rest for a few months and try it again. If you notice an improvement, continue to age them.
I am going to disagree with apnutter. I recently came across a bunch of cigars that I had forgotten about at a lounge that I had in the locker. I told the owner he can have them when I turned in my key (couldn't afford to renew the membership) as I did not recall liking them much. He called me a few days later and said that I might want to reconsider giving them to him and suggested that I try them again. They had probably been in there for 2 years or so. To my surprise, they aged wonderfully as I literally sat up when I smoked one and couldn't believe how good they were this time around. They were Perdomo Anniversaries if anyone is curious.
But it's all about personal taste to be honest. Some cigars will age well, other won't but at some point there comes a time where they will peak and aging won't improve them anymore than they already are.