I tend to dive into something when I get really interested in it (such as drinking), so I tend to find and like some random liquors that most either don't know about or don't bother with.
Whiskey:
I drink this the most, so I mostly stick to the more affordable stuff. Also living near the bourbon trail seems to be a great thing. My standard everyday drink is Bulleit bourbon. If I want nicer I grab some Woodford Reserve or Paddys Irish. If I want a nice blend for sipping, John L. Sullivan isn't easy to find but it's so good and cheap. I'm not much for scotch personally, but if you find Balvenie Caribbean Cask, you buy it and drink it on your birthday.
Rum:
To most of us, rum is rum. I mean I'm not looking at your basic Bacardi or Malibu and calling it fancy, but you don't need to go crazy I think. If I sip on some rum, I tend to go for Zaya with a couple cubes. In my dark and stormy I have no problem with Goslings.
Tequila:
Cazadores, herrados, epsolon, it's all good for mixing. Fancy I try to only deal with Dobel, even smoother than Patron, and generally cheaper!
Various:
I have gotten into more bitter liquors recently. Cynar is a tasty artichoke based spirit, and there is a Czech Fernet called R. Jelinek that is delicious!