I gotta agree with the 'try everything' philosophy.
I've probably smoked 75+ different sticks in my 10 weeks so far, ranging from $0.80 cheapies to $30.00 Padron 40th Anniversary sticks, and I've barely scratched the surface of what all is available out there.
Best thing I've found is to keep a log of what you smoke. Try to rate each stick from 1 to 10, make notes on what flavors you can pick out, would you smoke it again, etc. After you finish your review, try to find some other reviews online by the 'pros' for the same cigars and see how yours compares. If my review is way off, and I like the cigar (not worth trying a cigar again if I didn't lke it the first time), I'll try another one to see if I can pick up on some of the flavors that the pros mention. Over the last few weeks I've really noticed my ability to match up with the 'pros' improving.
Another thing to keep in mind, just because a cigar is expensive doesn't automatically make it good. Conversely, a $2 cigar can be just as enjoyable as a $20 cigar. If you like it, then roll with it. If later you find your tastes shifting, then go with the flow.
It's actually kindof fun to go back and re-smoke some of the first cigars I tried to see if I still rate them the same way. A lot of times I find my perceptions have changed because the 'bar' for a good cigar keeps getting moved around with each new stick I try.