You have many different types of liquor that we are talking about here. Do some reading on the subject and try out as much as you can - when you get to be of legal age.
First, Johnnie Walker is an Irish Scotch Whiskey. Jack and Jim (I believe) are Tennessee Whiskeys. All of the other bourbons (a type of whiskey) are specifically from an area in Kentucky where only "true" bourbons can be found. Personally, I really enjoy the different bourbons. I also like me some Johnnie Walker Green label - but that is like comparing Tequila to Mescal (same ideas - but two completely different alcohols).
Look, heres the deal - check em all out when you have a chance. If you are really interested in the different styles/brands/types of alcohol/whiskeys/bourbons keep checking it out. If you are simply looking to get drunk - go get something cheap and enjoy the buzz.
There are so many options in the Whiskey/Bourbon/Scotch world, I couldn't even help you as I know 1/10 of what is probably out there - but man, it is a world I enjoy learning about each and every day. Man there is some stuff out there that will blow you mind.
Enjoy.