I have similarly wondered this. And have struggled with it many times over. Personally I like to see the fruit of my contribution (though I try to be as anonymous as I can), so I tend to place my money in the hands of individuals I know who are in need.
However, as has been pointed out in other threads, the impact of your money can be far more widespread by supporting an organization.
I think if there is someone specific who's troubles have been brought to your attention, or who you have a strong connection to, it is probably God's guidance at work. Give to the person. If someone doesn't immediately come to mind, there are many organizations that would benefit. If you truly look deep in your heart, what causes you the most pain? I would seek out an organization that seeks to ease that pain in others.
P.S. We are all different, just because you seek to help some instead of others doesn't mean that they won't be helped. We work together so that no [wo]man has to shoulder the whole burden, even if they are particularly blessed.