The temperature of a cocktail is critical, and how it affects a drink as it changes determines how that drink is served. Cocktails like Manhattans or martinis -- which have little sweetness and taste better when not critically cold (and thus over-diluted) -- are served "up" rather than on ice, because in 10 minutes a slightly warmer Manhattan is preferable to one that is still cold, but watered down. Hold your Manhattan by the stem, of course, so as to not accelerate the warming process.
Margaritas and other drinks that contain a balance of sweet and sour flavors are often served on the rocks to prevent their temperature from rising, because as temperature increases, so does the ability to taste sugar.
Your drink should suit the situation. That's it.
What’s in your glass isn’t you. It’s just booze. It’s great, it’s delicious, and for many of us it’s what makes dancing possible, but it’s not who we are. You should drink a whiskey because that’s what you feel like drinking, not because you’re a "whiskey person." And conversely, you're not a wimp because you don’t like to drink alcohol straight. If you try to define yourself by your drinks, you might just miss out on how incredible a Tom Collins on a porch in the summer can be.