(Using R) What’s the right test to compare for significance?

First of all, many thanks for looking at this post. My problem is partly technical knowledge (or lack of), but mainly one of perception! I’ve been searching the web, looking at forum posts, help files, etc, but can’t quite get my head around the issue to come up with a satisfactory answer. Therefore I throw myself upon the mercy of experts for some help with what is probably a ridiculously easy problem…

Background: I’m familiar with basic stats principles and have been using R for a few months now. However, this area of my job doesn’t ask for anything too complex, so it’s normally only used for straightforward stuff.

The issue: I have a simple list of data, which comprises of a set of interview scores. So for each of the 500 or so items, there are just two variables – the venue of the interview, and the score. There are 16 venues, and I’ve already done stats for the overall range, mean, median, etc, and the same for each of the venues.

The goal: I’ve been asked to report on any significant differences between the venues – there are obviously difference in the mean scores, range, medians, etc – but are they significant?

The problem: Two issues really:
1. I’ve been looking into a variety of significance tests, but can’t get my head around which is the right one. As noted above, much of this is an issue of perception on my part, and as I’m self-taught, I don’t feel quite confident enough to plump for one…
2. Should I compare each group with each other, or each with the overall dataset (my gut feeling is the latter, but if so, would I remove the group of interest from that dataset?)?

Any help, guidance much appreciated – thanks in advance.