Arguably, developing taste is a good thing, since, as Munroe has his character suggests, it opens up whole new vistas to you—albeit at the risk of turning you into an annoying snob.
There's another downside too, though: it tends to be expensive. This isn't inevitable, of course: after sampling a whole bunch of whiskeys you might find that you prefer Jack Daniels ($16.99/750) to Macallan 25 ($649.99), but assuming your neural architecture isn't too different from the rest of humanity—and perhaps you take your cues from your peers—it seems likely you're going to find that your tastes line up with others. And as things which are in demand naturally tend to be more expensive, you're suddenly going to be expending a lot more money on the same general class of experience. [I don't think the market's natural response to produce more of a desirable product helps out here, since you can almost always invest more and more input into some product (use the best grapes, age it longer, etc.), in the interest of creating an ever more exclusive and allegedly better version.]
Of course, the mere fact that you're shelling out more money doesn't necessarily mean you're worse off, since the counter-argument would go that you're getting more hedonic value out of the better product. I'm not sure that's true, though, since you habituate so fast. When I first started eating sushi, I was happy to eat the cheap stuff, but now that I've had reasonably good sushi, I'm not prepared to go back. Seems like a good reason to stay away from Masa.