The most common advice you’ll see is that drinks with opaque fruit juices (like lemon or lime) or with egg white should be shaken, and drinks without those juices should be stirred. This is because shaking makes the drink cloudy due to aeration (on in the case of egg, because of emulsification — you *must* shake an egg drink, stirring won’t make it turn out right). Shaking a drink cools it down very fast, and makes it a little bit frothier, which you usually want in citrusy drinks like sours.
Shaking can also fill your drink with tiny ice chips, which can be desirable or undesirable depending on what you’re going for. If your drink has only clear ingredients, you can keep it nice and clear by stirring it.
People will say that you shouldn’t shake gin martinis because it “bruises the gin,” but that’s not really a thing – it does alter the flavor, but that’s because of the ice chips and the aeration, not anything to do with the gin.
Personally, I will occasionally shake standard gin-and-vermouth martinis instead of stirring them, because I like the icy texture and the slight difference in taste that they have. I find it refreshing. Though most of the time, I will stir them to retain the nice clear look of the drink.
BONUS ADVICE: If you want to get into martinis, the real thing that makes the difference is the ratio of gin to vermouth. For a long time, everybody thought it was cool to order them as “dry” as possible, with almost no vermouth. Thankfully, that macho trend has died back, and people now go for a more sensible ratio. The dry end is 6:1, and the wet end can go as high as 1:1. Just make sure you’re using good vermouth (Dolin is my favorite), and that it isn’t spoiled (keep it in the fridge, and buy small bottles unless you’re going through it in less than 6 months), then play around with the ratio until you find your favorite. I’m usually a 4:1 or 6:1 guy, depending on how I’m feeling.
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