And all of this is culture coded and may vary for your specific location or subtype of bar.

Absolutely. Although I'll mention that I've had good luck with this general approach in various parts (both geographically and demographically) of the United States, Western Europe, and at least one part of Eastern Europe. But, I'd like to reinforce:

A general safe way to go is to observe what other people do.

This is absolutely the best advice...but be careful to observe the right people. Observe the people who seem to get drinks "effortlessly" (rather than the people who are more aggressive...they create a visual nuisance that makes them more noticeable, thus more "observable" by someone who is new to a situation).

Many people seem to act as if there is an objectively best drink to order. But I would guess that is wrong. Feel free to try.

Again, totally true. However, I'd say that there can be times where there is an objectively "wrong" drink to order. Nothing is absolute, of course. But, don't order martinis in a crowded dive bar, for example. Don't order a Jaeger Bomb at an elegant cocktail lounge. I mean, by all means, DO order those. Just keep in mind that some places might actually refuse, or it might simply be seen as socially awkward.