There are a lot of rules (a lot!) about alcohol, so much so that someone could probably write a whole book about alcohol etiquette. However, I'm only going to touch on a few things here.
First off, the rule is that clear liquors should always be stirred when mixing, never shaken. Anything not clear should be shaken (fruit juices, thick spirits, etc). This is both for presentation (shaking makes the drink cloudy) and also to control how much water gets into the drink.
Now, as far as etiquette is concerned, most people these days do not have the liquor cabinets of yesteryear, but most of us have a respectable selection of spirits. Personally, I have 3 scotches, beer, 2 wines, a bottle of sparkling wine (Champagne only comes from one region in France) and some dessert wine, and a little vodka I think.
With a meal, one should drink wine or beer, but little else. Maybe a margarita, but most cocktails are not made to be consumed with food. When having guests, one should always offer cocktails before or after meals.
Back in the day, you might invite someone over for drinks only, which you can still do, but in our modern world where conversation is so debased, it might seem a little awkward.
Personally, I have some favorite drinks that in no way have anything to do with etiquette, but it seems like a good time to mention them. I think that a good margarita is hard to find but very enjoyable. I have developed a new love for gin and tonic. But I will always love a good single malt scotch. You can't beat Macallan 18, but I also like Oban and Highland Park. For beer, I'm mostly an MGD guy, but if they have it, I like McEwan's Export. For wine, I still have a long way to go... but I like Toasted Head for a nice, cheap wine.
