Because it is a distilled spirit, there are quite a few varieties of shochu.
Imo-shochu for many, especially Tokyo-ites, is considered stinky. I don't think that's the case, but it definitely has strong aromatics and can sometimes have harsh bite at the end. The strong, distinct taste prohibits it from mixing particuluarly well, except with hot water and maybe a little lemon. There's so many of them though (usually from Kagoshima Prefecture) and because they have such a distinct flavor and aroma, seem to be a gateway shochu for many Westerners. Along with mugi(wheat), imo shochus are the major type.
Kome-shochus, those made from rice, I find to be smooth, but relatively tasteless. They're good to blend, but I would never waste money on an expensive one. I find these shochus tend to taste the most like alocohol.
There are some absolutely fantastic brown sugar shochus, called kokutou-shochu. These can range from light and crisp, to almost rum-like. I usually go for the middle on these as they have a nice round feel, with that uncanny brown sugar under-taste. I wouldn't dare mix these.
There is also soba-shochu, made from the same plant as the noodle. I found these to be harsh and I had a Godzilla sized hangover from a bottle of this stuff once over several sessions. They are not a main category, more an outlier type.
Very appealing, and sometimes available here in the States, are sesame types or goma-shochu. These are excellent and I find them to be a good middle ground between relatively pungent imo and mild mugi shochus. They have a nice, distinct, and slight, sesame bouquet and taste. The mix well, but can also be quite sophisticated when drunken straight.
I've tried, on several occasions, shiso shochu. My understanding is that the flavor is infused into kome or blended shochu, rather than using shiso as the base material. Anyway, I found them to be kind of gimmicky, slightly schnapps-like, and closer to Korean soju. Though, I'm open to more experience with them...All things considered though, I would never start a session on shiso and probably wouldn't go through much. So I guess I'm calling them a novelty...
Not to go unnoticed is Awamori, which is a type of shochu found in Okinawa. It's made from Thai rice (Yes! Imported from Thailand to Okinawa.) and is both strong and aromatic, though less so than imo-shochu. Awamori has a very distinct taste and is priced higher if it has been aged. I've drank this quite a bit, though have yet to experience Awamori aged more than 10 years. It's a different, slightly more flavorful shochu and given the choice between it and a kome, regular rice shochu, I will always go with Awamori. I think Awamori can be an "everyday" type of shochu- along with imo and mugi.
Mugi, or wheat, shochu though seems pretty close to a standard in Tokyo at least. It can come in so many varieties, at different strengths and flavors, it's really like a jack of all trades. Mugi-shochus can be very good straight, but they can also mix well with oolong tea or sometimes juice. There really seems to be such a huge variety of wheat types. The most magnificant shochu I ever imbibed was a mugi shochu that was 45 percent alcohol and a smokey brown color. It literally tasted like a fine, strong, single malt Scotch, with a cleaner top and a pleasent after-tingle around the lips. When I inquired about purchasing every single drop the restuarant owned, they told me it was specially ordered from some place in northern Japan and there was a mile long waiting list. We called the distillary the next day and they confirmed it.
Honkaku (means real or from a single ingredient-think single malt) is fine neat or on the rocks. It's sometimes mixed with hot water. Blended shochus, similar to blended Scotch, are suited for mixing. Blended shochus tend to be distilled more, have less
taste, and are more pure (less hangovers!).
Shochu mixes well with Chinese oolong tea. The bitterness in the tea can often conceal the alcohol taste. Not too mention that oolong tea is supposed to have medicinal properties. Juices are also good for mixing- grapefruit or lemon being the most popular. In the States they seem to call them shochu cocktails or infused shochu or something like that. Sounds fancier than in Japan where shochu cocktails have a less glamourous image. Cocktails in Japan are between $2-5. In NYC, I've seen them closer to $7. Also, in Japan you can order them extra strong ("Koi-me de kudasai") and they will pour you a double at no extra cost usually. Don't see this happening in the States.
You can refer to Eric Eto's post below for links on the history and production process of shochu. Beg your local liquor shop to order some.