I've always been a fan of informed decisions. There's a bit of theory over at https://secure.wikimedia.org/wikipedi... so go read that and I'll just wait around here 'til you're done. The "Basic drinks" mentioned are a good starting point for mixological botanizations.
Scotch (by which I mean single malt) is a pretty safe bet, but there's a high degree of snobbery there. A standard Islay like Laphroaig 10 is a pretty good whisky, but a whisky snob (like me) may take you for a tribal tattooed kinda bro who just ordered "the smokiest damn sauce you've got"; but on the other hand, a vintage Port Ellen is a display of such refined tastes that most people won't recognize it. Nothing is ever easy. Also, remember that you do not drink scotch with ice. Why kill a decade or more of maturing with ice? If you don't like it the way it is, save your money and buy something else.
Cognac and calvados are classics, too; maybe not as much raw masculinity as whisky, though, but they have a large luxury factor to them. (Also never drunk with ice, for the same reasons detailed above.)
Best bet though, is figure out what the bar is good at - why not ask the bartender? A good bartender should be happy to talk about their specialties if the bar isn't too crowded and you show any degree of interest in mixology. Everyone loves showing off their expertise.
As for personal preferences, Old Fashioned is great, especially with a dash of orange bitters. I'm also a real sucker for good margaritas (i.e., decent tequila, Cointreau and fresh lime juice).
Anecdote: Before I found the missus, I used to take all my dates to a bar serving top-rate milkshake cocktails. Not overly macho, but I knew the place was good, and that's the only thing that matters. (But seriously - nothing spells love at first sight like vodka, milk and ice cream :)