Of course there are literally thousands of mixed drinks for you to try and these might be the best way to start out if you are a soda drinker. Mixed drinks generally are sweet and hide the taste of the alcohol which can be nice if you are using cheap booze.
My best advice here is to just try different random drinks and see what you like. Generally drinks will either be chocolatey/coffee/cream flavored or fruity. There are a few drinks that won't fall into these categories (things made with goldschloger will taste like an atomic fireball!), most generally do.
Edit: Long Island Iced Teas are absolutely fantastic if mixed correctly, terrible if not. A well mixed long island will put you on your ass and you'll barely be able to tell you are drinking alcohol!
Having said that, if you want to drink something other than girly mixed drinks
, here's some things to try:
Stouts. Make sure you try Guinness (tap, or lacking that canned) and Young's double chocolate stout (Haven't been able to find it on tap yet). Some people really like Mackeson's triple stout, though I'm more a fan of the first two. Also try a good oatmeal stout if you can find one on tap at a nearby pub.
There are a wide variety of liquors to try, and I really would suggest trying many different ones.
There is an interesting Korean drink known as Soju (Shochu in Japan) which is a clear distilled liquor made from a variety of ingredients including sweet potato and tapioca. It's like a slightly less potent version of vodka and makes for a good sipping drink when chilled.
Of course there is a wide selection of whiskeys, bourbons and scotches to try. I'd highly suggest trying the balvenie double wood whiskey. Maker's Mark I've had mixed results with. One batch I had was amazing, others have been so-so. I like glenlivit, but not glenfiddich. Glenfiddich isn't nearly as smooth as I expected for the price. Of course if you are on a budget there's always Jack or <shudder> Jim Bean.
Another drink to try is Akvavit (Aquavit). It is a very interesting scandinavian distilled liquor. Linie aquavit is shipped in wooden barrels from Norway and is required to cross the equator twice before it can be sold. The idea is that the rocking motion of the ship keeps the liquor constantly moving inside the barrels and it results in a much smoother and milder liquor.
Finally, high quality Gins, Vodkas, and Tequila can all make for good sipping drinks if chilled. For Gin I'd try bombay sapphire or tanq 10, vodka I'd try Level one or shakers. I'm not much of a tequila connaisseur, but my father-in-law is so I can ask him if you are interested.
That should be enough to get you started. If you want to know about wine I have a couple that I like, but I get migraines from reds sometimes so I don't drink it as often as other types of alcohol.
Nite_Hawk