Mays tells inexperienced rub-makers to choose three spices with which they're familiar and one they're not used to using. "The sophistication of rubs is in figuring it out," he says. "The simplicity is actually in making them." Spices fall into several families. You have your herbs (rosemary, thyme, sage), your capsaicin carriers (chili, paprika, cumin), your barks (cinnamon, sassafras, bay), and your savory seeds (mustard, cardamom, long pepper). You'll lean heavily on certain categories depending on your preference – savory or spicy – but you'll want at least one ingredient from each category in every rub.
When choosing which ones you want to use, you should consider both the flavor profile you're pursuing and the protein in front of you. Remember that capsaicin is going to overwhelm other first tastes, but that aftertastes can emerge from beneath the heat. It can be tempting to skip the herbs, which have familiar and less immediate tastes, but it's a bad idea. Rubs should be creative, but they should also be anchored by familiar flavors. Your steak should taste like your rub, but it should also taste like a steak.