Rum is the hardest of the spirits to get to know, in not just by the large number of them, but they all seem to have their own unique taste profile. That is right there are virtually no 2 rums that taste the same. It is easiest to put the rums into categories before trying to pick the ones you might like to try. Blanco or White Rums, Gold or Amber Rums, dark or Black Rums, Agricole Rhums, Overproof Rums, Cachacas, and finally Premium Aged Rums. By breaking the rums down int to categories, you have greatly reduced the number of rums from which to look for you new favorite spirit.
Next you have to ask yourself what am I looking for in a rum or even in some cases what do I like in any spirit? If you are having trouble, there are a couple of things that you can do about this. The first is to get on line and visit any one of the many rum review sites and start to read what the "experts" have to say about the different varieties of rum that are out there. The second is to go to a rum directory like "Robert Burr's Gifted Rums" http://www.giftedrums.com/Rums.html . The other is to stop by one of your local cocktail lounges that specializes in rum and has a knowledgeable bartender to guide you on your journey.
If you are a vodka drinker for example, you will more than likely be open to a wide variety of rums, because of the nature of vodka, being a "neutral spirit", you are probably going to be looking for a blanco or white rum that you will probably be mixing with something else. If you are of the higher end vodka drinker and you usually drink it straight or in a martini, you are going to be looking at the higher end white rums as well. One other choice is the Seco Herrerano, a sugar cane base "neutral spirit", that is made in Panama and can be sipped alone or mixed with anything and the flavor of the mix will dominate the cocktail. This is what is meant by "neutral spirit".
Dark Spirit drinkers such as bourbon, whiskey, or scotch, will tend to the gold, amber, dark, or the premium aged rums. It is the same scenario though in that the higher end of dark spirit you prefer, the higher the quality of rum you will prefer. There are rums with notes of each of the other dark spirits, mainly because of the way that rum is blended, aged, and finished. With time you will find yourself placing your rum in a snifter with only a single ice cube or nothing at all and sipping the nectars of the sugar cane while relaxing anywhere.
Your personal palate is the key to this whole thing, you need to get in and taste as many of these rums in each category that you can over a period of time and you soon develop your own collection of the rums that please you and your mood will determine which on you want on any given day. Getting started is the hard part of the process, but the time spent on the journey is as pleasurable as the rewards that will be gleaned. Just one point of guidance, oldest and the most expensive doesn't make a rum the best. You will find a lot of really good rums that are under $30 a bottle and 3 to 12 years old. Listen to friends and bartenders they are your best place to find the sign posts to guide you to your rum. ;o)