Instructions
Learn your genres. As mentioned above, there's a huge difference-harmonically, melodically and rhythmically-between the jazz of the 1930s and the jazz of today. In addition to consulting reference books, you can get a taste for these genres by picking up budget priced big band or bebop anthologies and seeing what suits your taste. Don't be too hard on yourself if you don't "get" hard bop. Some folks are wired to like certain types of jazz and some aren't.
Play the big names. Just as it's perfectly fine to start a classical CD collection by buying Mozart and Beethoven, it's equally okay to kick off your jazz collection by concentrating on the greats-groundbreaking innovators such as Louis Armstrong, Charles Mingus and Thelonious Monk. To start with, "best of" albums are generally the best way to go. If you really dig that Miles Davis anthology, aisles and aisles of CDs await your further exploration.
Invest in the classics. A quick glance at a reference book will yield a ready to buy list of the greatest ten or 20 jazz albums of all time: undisputed classics like John Coltrane's "A Love Supreme," Miles Davis' "Kind of Blue" and Duke Ellington's "Far East Suite." Although they might not be available at a budget price, these discs are an essential part of any jazz collection-or, for that matter, any music collection.
Give it time. If you're coming to jazz out of (say) alternative rock or adult contemporary, it's unlikely that you'll instantly grasp the subtleties of a Charles Mingus CD-so don't be too quick to throw up your hands and retreat to Top 40 radio. Unlike some kinds of pop, jazz rewards repeated listening-and after three or four plays of a classic Charlie Parker disc, it may finally dawn on you what bebop is all about.
Don't confuse real jazz with "smooth jazz." Despite its name, smooth jazz has virtually nothing in common with classic jazz. A more apt description would be "easy listening." Yes, he once cut a (posthumous) album with Louis Armstrong, but in the pantheon of jazz greats, Kenny G is a fly buzzing on the windowsill.