Captain Morgan Spiced Rum - I still haven't tried Private Stock, but I think Adren told me a long time ago it was the shit. I take it straight or usually mix it with coke, I love the after-taste.
Other than that I like Bombay Sapphire (I think that's what it was called?) Gin, and Belvedeere / Grey Goose vodka. Those I only drink straight. Yummy!

Also, Sake bombs aren't too bad.

Maybe tonight we'll fly so far away... We'll be lost before the dawn...