[W]hy are so many of us (including me) so reluctant to experiment with so many joys with strong fans? After all, fans argue, their suggested drug, sex style, or religious experience would only take a few hours to try, and could give us a lifetime of joy if we liked it. It seems we see far larger costs than the time for a trial. My guess: we value our current identity, integrated as it is into our job, hobbies, friends, etc. We fear that if we try new joys, we will like them, and jump to practicing them, which will change us. We fear that by jumping to juicy joys, we won’t be us anymore.Twenty six google reader "likes" speak for themselves, but one quibble. I think it's more likely that the reason we don't try "fun" things once or twice is not because we fear how we will change, but fear how others might perceive us as having changed.
Consider how Tyler Cowen is so wont to point out that he's never tried coffee, or how Ben Casnocha loves to discuss how he's never smoked weed ("love" might be harsh, but do see his #2).
Our "nevers"'s allow us to signal loyalty to our groups in ways that our "tried once but didn't like it so please still accept me"'s can only dream of.