And I am not going to disagree with you. 
I was always a vodka slob buying whatever until a guy I worked with told me about a conversation with a vodka snob. Basically the conversation was about the reason Stoli was drunk ice cold is that cold kills the taste. So my buddy thawed his Stoli out and tried it neat. Paint thinner. He then tried some high dollar stuff and found it to be as smooth as a good burbon or scotch.
So after that I got to experimenting. Here in California we have Beverages & More which is the greatest liqour store known to man. Anyway they have a huge selection of sample bottles priced at $2-$5. I went there and started buying different vodkas. I found that I like Grey Goose and Van Gogh. I also found many different gins that I like better than Bombay Sapphire.
Go with Kentucky straight bourbon.
They have some in every price range.
It’s very versatile from neat to mixed drinks.
It’s tasty.
Proofs are normally 80-90+.
It’s not like candy or cough syrup…it’s good old fashioned down to earth booze!
For a liqueur, I’ll second Stranger’s suggestion of B&B and add my favourite, Drambuie. Both are far too expensive, but you can sip on one glass for an hour. Get the tiny sample bottles first - lots of people don’t like either.
For rum, try Pusser’s. It isn’t cheap, but it’s made to the Admiralty’s own recipe, with no caramel colour or other additives (as used by all the other brands I know of), and the British Navy owned the oceans for centuries while drinking the stuff.
I love the feeling of a nice alcohol buzz, but hate the taste of most alcohols. I would highly recommend that you try some sort of mixed drink, nothing straight to start.
My favorite is Malibu pineapple flavored rum, mixed with pineapple juice and cranberry juice. Be careful with this one, though. The juices are strong enough to cover most of the alcohol, so it’s easy to load up on it and not realize it.
Good luck. Happy drinking!
DC
Skyy. I prefer Kettle One myself, but Skyy works fine.
Skyy and tonic (with a lime). Repeat until you love everyone in the bar.