Yarn type can also be a factor in what kind of needle to use. I really like my wood and bamboo needles for lots of things; however, I came across some yarn recently that just would not slide well on my bamboo needles. So I switched over to aluminum and knitting was a breeze.
If you have a local yarn store nearby that will allow you to try out different needles with different yarns, then that's definitely the way to go. However, if that option's not available, hook up with some other long-time knitters and see if they'll let you "test drive" some of their needles with different yarns.
Yeah, I agree with Jan--definitely a matter of preference, but the preference can change depending on what yarn you're using!