A few things to try...

I'd like you to consider tasting a few things. Don't commit to them and buy a whole bottle unless you truly love liquor, but instead go relax at a nice bar and taste a few things. Don't just down them. Take the time to savor them and experience the complexity that they offer.

Rum:
No, I am not talking about Bacardi or anything that is clear. Drink rum like the pirates did: straight, dark and mysterious. Like anything else aged in barrels for that long, it should have that beautiful amber whiskey color. Note flavors like sweet caramel and tropical fruits. Rum is every bit as complex in flavor as wine or coffee. Note the country it was made in and see if you can taste the differences. Rum does in fact taste good enough to avoid putting it in daiquiris and coke. In fact, I would be willing to say that good aged rum is my favorite thing to drink neat.

Gin:
Although a gin and tonic is quite refreshing on a hot afternoon, I really think that the person who introduced them to under-aged kids should be shot. Before the rise of vodka, back in the pre-prohibition era, gin was it. It was the key ingredient in so many drinks as to be mind boggling. The reason for this is because it is so damned good. No two gin's are alike. They all use a different complex combination of herbs, spices and flowers. To expand your mind, try drinking a dry gin martini with no garnish. I am a huge fan of Tanqueray Rangpur or X. If you want to support a more local variety though, Bluecoat is quite nice.

Tequila:
All I am going to say is throw away the Cuervo and find a bottle that says "100% Blue Agave" somewhere on it. Pour a shot into a snifter. Breathe it in deeply. Sip it. Let it roll around on your tongue. Come talk to me after this holy experience.

Now you may be asking yourself "Why is he saying to try these things that we have all tried a million times?" The reason is simple. If you are going to mix these things, you have to appreciate their flavors. They are delicate, bold, sharp, smooth, etc... They are wonderful. How can you possibly make a good margarita if you don't understand the taste of good tequila? Once you understand something like that, you can make decisions to do something crazy like adding an egg white to it because you want to smooth the flavor over and enhance the mouth feel of it. (Did I just use the phrase mouth feel while talking about a margarita?!? Yes. It's not just for wine anymore, dammit.)

A red margarita made with egg whites
and a shot of Chilean carmanere