I have a lot of favourites.
In my teens I used to love Smirnoff Mule - then they stopped selling it here in most places. But I order a vodka and ginger ale with a slice of lime and it tastes pretty similar!
I like how it's mild and I love that it comes in a bottle you can carry with you on the dance floor, as opposed to a full tall glass that spills everywhere if you do that.
These days I often order a strawberry margarita, since I got braces, no fizzy drinks are advised! These are very more-ish.
I also love the staple drink for summer, at least out here - Caipirinha!
I also love straight whisky, any one of these is heaven. Straight up, no ice. I also approve of Balvenie Single Malt, that I've seen in this thread already. That is lovely.
Some good port is also a favoured drink for me.
Finally, for shots, I like something a bartender once made me and which I always order now. It's a great shot because it's mildly sweet, spiced, and goes down smoothly. It's a mix of triple sec, cinnamon, and a little lime juice. Heaven!