I hate milk, and thus, I hate White Russian.
I love vodka though. Vodka and Gin.
Vodka Redbull, Red Devil, P2, and some random unnamed one that the bartendress (is that even a word? heh) I hit on mixed for me, are my favourites. Gin and Tonic is also good. Although, I have to say my friend makes some great drinks, too.
On another note, Smirnoff Ice <3.
There's also Submarine (or whatever the hell you crazy english native speakers call it), which have a rather odd taste according to me. beer + whisky ftw?
But I don't love Vodka nearly as much as my friend's friend... he took an unopened bottle of Absolut Vodka, opened it up, and drank it all without stopping... that dude is crazy. He'll most likely end up as an alcoholic, though.
Although, I have to say, Sambuca and liquorice shots kick ass. Can't start drinking without those. Mix it up with some random tequila shots and you're up for an awesome night.
Additionally, if you want to make your own home made liquorice drink, take some very salt (hard) liquorice (in Sweden we have Turkish Pepper, dunno if you have the same?), put a few of them in a bottle of vodka, and put it in the dishwasher. Tastes great if done right

I assume you could do the same with other types of candy, although I haven't tried myself.