Sip. Don't pound shots and make that burn face and go "smooth."
Take some recommendations from people here and other places on the internet. You'll find some stuff you'll agree with, some you don't. I don't like Makers, as much as I've tried to "get it"- I don't. Stuff doesn't have to be expensive to be good. I know a guy who loves Evan Williams- prefers it to pretty much anything. Stuff that is expensive might not be as good to you as less expensive stuff.
As with anything subjective- little stuff can make a difference for you- whether it's a cool bottle or label, what people tell you is cool... Heck, my favorite these days is Basil Hayden- for all I know that little metal band and the neat wood cork make the difference for me...