Board games depend a lot on taste. Are you more into eurogames (great mechanics, generally light on theme) or "ameritrash" (great theme, generally complex mechanics)? Do you want a heavyweight, longer game, or a lighter-weight, short game? Are you a fan of luck in games, or would you rather it was more skill-based? Do you like diplomacy as a game mechanic?

If you're just looking for a list of games to try, see http://www.boardgamegeek.com/browse/boardgame and start from the top.

Also, most (good) board game shops have an open play night where you can go in and check out whatever you want. This makes putting $80 down for that copy of Agricola much easier.

If you're in the greater Seattle area, Uncle's Games at Redmond Town Center has a game night on Fridays. They're also the best game shop around, imho (although I might be biased, they know me by name).