Depends on situation:
But for starters: Guinness never fails. Ever.
Other than that:
Becks and Becks Dark are favs of mine.
For the most part, I hate American Beer.
But occasionally Milwaukee gets something right:
Leinenkugel Honey Weiss is pretty damn good considering where it came from!
http://www.leinie.com/honey_weiss.htm
However if I'm visiting the family back in Chicago and am at a Cubs game, only Old Style, foulest of american beers will suffice.
Tragically I can't get that when I want to go watch my favorite hockey team on a 12 game or so losing streak, so at the Blackhawks I'll reluctantly drink Miller.
My favorite hockey beer is made by people who truly know and appreciate Hockey, Canadians. Molson has got to be one of the bests in its genre imho. (Maybe if they had that at the united center they wouldn't have so much trouble struggling to fill one fifth of the seats...)
As for the harder stuff - I dont really do that so much anymore - but a good russian vodka is always hard to turn down.