If you've been spending money on flavoured vodkas, rums, etc., liquor infusions are easy to do yourself and can be suited to your own taste. If you think you'd like to try something exotic, all the better--all you have to do is go for it.
Liquor infusions need only a medium-value liquor (bourbon, rum, tequila and vodka work best) and something with flavour to put in it. Some tried-and-true flavours are orange, lemon, lime, cinnamon, and vanilla; try combining two or more of these if you want to be adventurous. Farther out are exotic spices, exotic fruits, and even bacon.
Pour out the liquor into an airtight jar. Add your flavouring ingredients and store in a cool, dark place. Seal the jar and check for taste every few days until you have the right flavour. Feel free to add something else if you want more complexity. Once you've tasted the result and are satisfied, you can pour it back into the original bottle and label it, or into a decanter.
If you really want to impress your guests, and you're using a decanter with a fairly wide mouth, you can suck a lemon or lime into the decanter this way: start with a clean, dry decanter. Roll the lemon or lime gently on a hard surface like a countertop or table until the pulp is crushed inside and the skin is flexible. The lemon or lime must be able to almost squeeze into the mouth of the decanter.
Light a match and put it in the decanter, then stop up the mouth of the decanter with the lemon or lime. The match will burn the oxygen, creating a slight vacuum, at which point it should be fairly easy to push the lemon or lime the rest of the way inside. Shake the decanter to empty out the match, rinse, and add your flavoured liquor back in. To remove the lemon or lime when you have emptied the spirits, turn the decanter upside down and cut the fruit into pieces with a knife.