Sir,
This all depends on how obscure you want to go!
When looking for something interesting, I always found half an hour rooting around in the back of Gerry's on Old Compton Street would turn up hidden jewels; eg a rum from the Canary Islands made using honey (the name escapes me – Mr Burrell at Cottons might like to fill in the gap, I think the bottle is still behind his bar!)
Obscure whisky – Anything from Compass Box, esp. ‘The Peat Monster’ (fairly well known in the trade now, but still rare to Joe Public)
Vodka – Chose a good brand and flavour it up yourself – currently making Jasmine Martini's using home-made Jasmine Vodka
Rum – Look to the French West Indies and find some Rum Agricole, totally different flavour to the molasses based rum most people are used to. Rhum JM (from Amathus) springs to mind as a good example.
Tequila – There are some good Mezcals appearing in the country now, not just famous for the worm!
Hope this helps some…
Happy Hunting!