I'm a personal fan of Kaluha, I just love the stuff. I also enjoy vodka, it was my first taste of something other than beer, and I've loved it ever since, Greygoose Vodka is good stuff. I also enjoy some Captain Morgan Coconut Rum, but I haven't had it in awhile.
Hennessey is something I will never try again though, its a funny story, I was playing a drinking game with my friends in my college dorm, and I got really wasted underestimating one of my friends, he was chugging Hennessey down like nothing, I just couldn't keep up. So I'm staggering back to my room when I look across the hall and I see my friends room door open. I walk in and he's playing Street Fighter Alpha 3 on the PS2, Now, this kid always used to beat me in this game, I never had a victory over him in over 30 matches. All of a sudden, my drunken ass is handing him loss after loss. I start picking characters that I've never used before such as Cammy and I still beat him. He gets kinda pissed because I'm laughing so hard and making such a racket, so I decide to leave. I go back to my room, and am about to crash on my bed, when another friend tells me that someone I know is getting into a fight with someone in their room. So we run quickly to this kids room, and he's in a huge arguement with his room mate over some shit, we try to break it up, when campus security shows up. Now I'm still drunk and underage, and these guys are considered cops, they question all of us to see what the situation was. The cop gives me a funny look, like he can tell I'm kinda messed up, but he lets me go as long as I go straight back to my room. Finally, back in my room, I decide to put on super mario allstars for the SNES, and get all the way up to level 7 with the piranahs till I start dying, I get fed up, turn the game off, and finally crash for the night. When I wake up the next morning I realize I've beaten a kid who I've never beaten in over 2 months, actually went through 6 levels of SMB3 without dying once, all while wasted, alcohol improved my skills, I should get drunk and play FFXI and see what it does.