I'm a bourbon man, but a lighter blended whiskey works well too. Don't forget the brandy option.
My Dad used to whip up store-bought egg nog in the blender with some booze (bourbon, brandy or "rye" aka blended) and serve it in small cups with a dusting of nutmeg. It was actually very good, and not like drinking melted ice cream as the straight store egg nog usually is. It's better if you can find a brand without the rum flavoring.
The best egg nog I ever had, though, was a home made recipe we did in college. I remember that the egg yolks, booze and sugar rested in the fridge for a few hours or overnight before mixing with beaten egg whites, lightly whipped cream, and I'm not sure what else. The booze component was: bourbon, brandy and rum! We had a very successful holiday party that year.