When is the journey more important than the destination?

I would argue that Odysseus's journey as a whole is more important than his ultimate destination. The word "odyssey" meaning a personal journey of some kind has passed into common usage. Implicit in this definition is the very idea that an odyssey transforms us, shapes us, tells us about ourselves and others, and provides unique insights into what it means to be human.
That's certainly what happens to Odysseus in his own particular odyssey. From his encounter with the Cyclops Polyphemus, he learns the dangers of arrogance and boastfulness; from his extended stay on the island of Ogygia with Calypso, his homesickness teaches him the value of home and family; and from the shade of Achilles in the Underworld, he learns humility—that it is better to be a lowly farmhand on earth than it is to reign over the Land of the Dead. Thanks to all these experiences, when Odysseus returns to Ithaca he is a very different man from the warrior who fought at Troy twenty years before.
But of course the journey itself is ultimately determined by the final destination. And the most important lesson that Odysseus learns is that he belongs on Ithaca as king, surrounded by his family and his loyal, faithful servants.