You can break it apart into several sub-categories:
1. Does the flavour I want from this spice dissolve in oil or in water?
2. Does the flavour I want from this spice scorch or toast?
3. Is this flavour a high note or a low note?
4. Is this flavour present in the uncooked spice?
If the flavour dissolves in oil, you probably want to toss it in at the start, and if in water, near the end.
If the flavour toasts, like cumin, then you want to toss it in super early, or even start by toasting it in your oil and then cooking stuff with it. If the flavour scorches, it's definitely put in as a finisher.
("But don't all spices scorch over a high enough heat for long enough?" Yeah, but cooking usually takes place at one of a few temperature limits. For many things, that'll be "around the temperature of boiling water", because you want the cooked thing to retain moisture, and as long as it has moisture, it'll be cooling down the cooking surface & other ingredients. If you're frying in a wok, that temperature is higher. So this question is somewhat contextual to the temperature you're cooking at, but most spices will either scorch either way above the level you would fry at, or at a low enough temperature that you're worried about scorching it when browning onions, (ie: just above boiling water). So you can generally sort flavours into "toasters" and "scorchers". Most seeds will be toasters, most leaves will be scorchers).
If the flavour is a high note, it's very noticable above the rest of the dish, then it's also more volatile and needs to be a finisher. If it's a low note, it lies below the rest of the flavour, then it needs to develop.
And if the flavour isn't present in the uncooked spice, like many of the flavours in cumin, or sichuan peppercorns, or powered chilis, then it may need to develop and/or have time to soak into the rest of the ingredients.
You'll generally find that a lot of flavours that dissolve in oil will tend to be high-temperature toasters with low notes, and ones that dissolve in water will be low-temperature scorchers with high notes, and for the exact reason that the latter group is more volatile: the flavours are more likely to evaporate into the air. (And thus enter the retro olfactory bit, and which is where you taste the smell of what you're eating)
However . . . I talk about flavours *from* spices. And I do that very specifically. A lot of powdered chilis can't take toasting, because they'll scorch. Some of the *flavours* from them are high-temperature, but the spice overall will scorch. So to get the full flavour of those, you end up needing to stew them for a long time, so that you extract all of the low notes without scorching the high notes, and then add some fresh ones at the end to get some high notes that have evaporated away.
Sometimes you want the high notes from a spice and none of the low notes, so by treating it differently, you get a different flavour out of it.
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