Captain Black is ok. Your best bet is to find a local tobacconist and buy specific types of pipe tobacco in bulk. My dad (who's smoked a pipe relentlessly since before i was born) prefers a 50/50 mix of Virginia Gold with Black Cavendish and he also smoked Captain Black for years, before this.

There's also a guide to tobaccos (sort of like dry wine -> sweet wine), and I think, in North America, it runs from Aromatics (which smell great but are very bitter) to English blends (which tend to smell less awesome, but have a much richer flavour). I would suggest grabbing a few 50g bags from a shop (or even ordering them online, they really aren't that expensive) from across the range and find out what you prefer.