I'll drink almost anything, really... But instead of listing them all, I'll just say my favourite, which is Rum. Specifically, Coruba, a traditional Jamaican rum sold from New Zealand, who have it imported from Jamaica. Even more specifically, the Original Coruba, which is darker as opposed to their more recent "Gold" Coruba.
It's sweeter than other Rum's, and whenever I actually have the money, I'll buy it and have it straight. Geez that stuff is tasty...

Like I said above, Coruba is made in a more traditional way, too. It's very, very close to the rum that pirates would have been drinking.
For your other questions...
I'll have a couple beers after a hot day with friends, perhaps, but for the most part I drink with friends before heading out on the town. Even so, I'll stay away from "goon" ("goon" is that really,
really cheap wine that a lot of Uni students get. I hate that stuff...) and most really cheap drinks - if I don't have much money to re-stock my alcohol collection, I'll get Port. It's about $7-$10 for relatively good quality 700ml Port (good enough to drink, at least. The port that is cheaper than $7 is terrible, too). Since I only really drink before heading out on the town, I try to make sure that what I'm drinking at least tastes good, or I may not drink at all.
I do not have a drinking problem. I've only been really, properly drunk 3 times in my life. The rest of the time, I'll get to tipsy-almost-drunk and stop drinking for a while, or for the rest of the night. Except for those 3 other times, I know when to stop.
EDIT: When actually at clubs, I'll try to stay away from drinking too much, seeing as how ridiculously expensive drinks at pubs/clubs/bars/etc. seem to be. If I
do drink, though, it'll either be a shot of Tequila with friends (no salt or chaser for me, thanks ^_^ ), or a Black Russian. Mmm...