For me, starting at the bottom worked pretty well so far (I'm still on the journey). I didn't spend a tom of time there and I had enough experience with other liquors that I knew I wasn't going to be totally put off. Beginning and learning about cheaper stuff first allowed me to really see what you gain (and sometimes what you don't) as you step up the price ladder.

I don't think you can appreciate what's good and why until you know about what's not so good