Happy birthday, Joey! One thing not to do after you turn 21 is drink too much in one night. Wine usually tastes much better than beer, at least to me. And don't go too heavy on liquors since a little goes a very long way. Take your time to drink your alcoholic beverage. There's a lot more opportunity to enjoy drinking if you go slow. That's what I always do.
BTW, I've never had a hangover and I sure as hell don't want to have one any time soon.
PS. If you go with wines, start with a sweet wine.