Like most gear buying questions, the answer really is just "try out all that you can and see what you like." I know it can be expensive. Just because I like stainless steel roundwounds lighter than most extra light sets doesn't mean you will.
If your bass was an off-the shelf, mass produced instrument, chances are it came with nickel roundwounds. Probably 100 or 105 E string gauge. If you are not sure of the gauge, bring the E string in or the entire bass to the shop and have the salesperson match you up with the right set. Don't worry too much about the brand, just remember which brand you buy so you can try a different one next time (unless you are happy first time out).
I wouldn't jump right into the very expensive strings unless you have money to spare. Rotosound, D'Addario, and others make very good strings at affordable prices that are easy to find in stores. If you look online, you will find a bewildering array of string brands, types, and prices.
If you are not happy with your current strings, you can try thinner, thicker, or stainless if you want to stick with rounds.
Stainless will usually sound brighter. Thinner will usually be easier to bend and finger notes, but can sound less bassy. Thicker usually is bassier, but can be harder to bend and finger notes. A big change in strings can mean you need to get the bass setup to work well with them.