Good Single Malt Scotch is my favorite. Good bang for the buck is the Glenlivet. It's not the best but it's good and it's less expensive than some others. Glenfiddich 12 year old and The Macallan 12, 18 and 21 year old are excellent. One I want to try is Old Pulteny 12 or 15 year old.
I don't think there is an alcohol out there that isn't going to burn even a little on the way down. But if you like something sweet that you can barely taste it it... drink cupcake vodka with cream soda, its really good and you won't be able to tell... well not as much as some other kinds