I play jazz drums. I think a great place to start in listening to jazz is after early big band jazz (lovers of lyrics can dive right in to the early days...people who like country or light rock ballads will be happy here) and before fusion jazz and acid jazz. That narrows it down to the 50's through the 70's.
Coltrane is not as much in my wheel house as Davis - Kind of Blue will take your breath away in a smooth and subtle way. After that, I recommend picking a couple instruments you like and following the famous musicians from that instrument. Your choices are to go for horns or piano usually. There's a nice documentary called Jazz by the same guy who made Baseball. I can understand why one may not take to A Love Supreme. Coltrane is a quirky cat.
I recommend listening to jazz on vinyl. Biting off four songs at a time (on purpose) makes you really listen. It's harder to appreciate jazz or classical if you're blasting it on your ipod in a crowd and shuffling between songs. (Maybe that's a city phenomena though). I may also add here a nice sound system makes a huge difference. The subtle nature of jazz has immense dynamics of tone compared to rock music. You won't hear that with a cheap listening system. At least buy a nice set of headphones if you can. Many people have an "Ohhhh! Now I see!" experience with jazz when listening on good gear. I love my rock, too - but there is a huge difference in texture and feel.
Modern jazz is too hard for me to keep up with so I stick to be-bop and classics. One nice thing about jazz is that you can find almost any of the classics free in the public domain or streaming free online in radio somewhere.