In general, I shoot for medium roasts just because they're safer - I like the richer flavors from dark roasts, but most dark roasts are just burnt, which makes for a really bitter and unpleasant cup. You're absolutely right about the range of flavors, though - I tend to like nutty coffees (not nut-flavored), and citrus/floral/peaty tend to be less appealing to me. Light roasts seem to accent lighter flavors, like citrus, whereas the darker to roast, the more accented the round, full flavors like peat and nut tend to be.
I actually drink my coffee black (for health reasons; I realized that I was taking in a ton of daily calories in milk and sugar) which is what motivated me to find better coffee. When you're masking the flavor of the coffee with additives, it's easier to get by with bad coffee, but when it's just the brew itself, the tastes matter a lot more.
The lighter roast = more caffeine thing is actually (kind of) a myth; you get less caffeine per bean, but since the dark roasting process removes more water, you actually end up with a higher caffeine-by-volume content in darker roasts. If you're using the same volume of coffee per pot (say, 4 tbsp), then you may actually end up with more caffeine from a dark roast, since substantially more of that 4tbsp will be the coffee itself rather than water left unextracted from the bean. However, the caffeine differences between something like a robusta vs an arabica bean are very significant, so if you need more or less caffeine, you can pick a roast you like with a bean that gives you the caffeine you desire.