I've been meaning to get more adventuresome in my olive oil selection for some time but never know where to start.  I'm a big fan of Zingerman's in MI and have considered doing their olive oil of the month to compare/contrast the many types of olive oil:  http://www.zingermans.com/Product.aspx?ProductID=G-OCC-2  Does anyone have other suggestions/ideas of how best to experiment with olive oils?

I'm very fond of morgenster olive oil, very peppery flavor.  A local (Woodlands, TX) specialty store called Oil & Vinegar sells it by the bulk.  I noticed that Morgenster has a web site if you can't find it locally.

See if any culinary stores have events for tasting Olive Oils.  I know in CA and OR there are plenty of places to try good oils, because olives grow in places where wine grapes grow.  California olives differ vastly in flavor to Italian, French, Spanish and Australian.  Don't exclude Grapeseed Oil when experimenting, it's one of my personal favorites for cooking.

One tip I picked up from a cooking show: Use light olive oil for frying at higher temperatures: Light olive oil has a higher smoke point than regular.  Also, I have read that our California olive oils compare favorably to the Mediterranean.