I spent 2-3 years only buying singles and got to a point, where I knew what I really enjoyed and what I didn't. I started buying boxes of things I could see myself enjoying for a prolonged time. Granted, I don't buy as many boxes as I do singles, but I know what I like/don't like at this point.
Also, I've been able to make lots of trades with guys looking for certain cigars, just because I had a box of it. It allowed me to trade for favorites of others, which also let me experience cigars I might not have for myself.