The classification of finite simple groups is a particularly spectacular example, but I would argue that almost any unexpected mathematical object—the BBP formula for $\pi$, the Lie group $E_8$, the eversion of the sphere, etc.—is the product of a sustained search involving the systematic and rigorous elimination of dead end after dead end. Of course, once an object is discovered, you might try to argue that mathematical rigor was not really necessary and that someone could have stumbled across it with a combination of luck, persistence, and insight. However, I find such an argument disingenuous. Mathematical rigor allows us to distribute the workload across the entire community; each reasoner can contribute his or her piece without worrying that it will be torn to shreds by controversy. Searches can therefore be conducted on a massively greater scale than would be possible otherwise, and the productivity is correspondingly magnified.