if you're taking shots, definitely have a chaser that compliments the type of alcohol. coke orpinapple juice for rum, orange soda is pretty good with vodka, and bust out a lime if you're shooting tequila, really though. haha.
if you're mixing drinks, try flavored alcohol; they tend to be a little less harsh. captain morgan parrot bay is really easy going down and they have it in a lot of flavors. skyy makes some pretty good flavored vodka for not very much $; melon is really good.
ooh and if you can't shoot, get some malibu rum. it's a lower alcohol content but you can almost just drink it straight.