I'm not one for shots, but when I am in the mood, my favorite is a lemon drop. Absolut Citron vodka in the shot glass, lemon wedge and margarita sugar (I prefer the big crystals over regular old sugar). I like to lick the lemon, dip it in the sugar, then do the shot and finish by licking the sugar off the lemon. YUM.

They are served differently depending where you go however.
Great website
here for recipes by name if you wanna know what's in a drink.
For awhile there before my 21st B-day, I was really into Rumplemints (sp?). So much so the thought of it makes my stomach turn