It depends. Say I found Mr Gold... I would sell him, then buy some parts and lotr/castle/kingdoms/lone ranger/vikings/other things maybe sets and minifigures. Or custom pieces. Say I was given a marvel figure at comic con. I would sell that and do the same thing. Unless it was Hiemdall with a new headmold. But say I was given the Azog exclusive. I would probably keep it, unless I could do what AK said, sell the unopened one and buy an opened one, then use the extra money to get more lego stuff.
Sadly I have gotten none of these three minifigs. Rarest one I have is the Elrond promo figure, which I really like, and be only sells for 20-30 dollars, so I am keeping him.