I do not have a favorite mix, I usually just go with one of the big names. I do however have a favorite vodka to use. I highly recommend trying it if you like them a little spicy. The vodka is from Blaum Brothers and its called Hellfyre. They are a newer distillery up in Galena IL. Not sure if you can find it everywhere, but they distribute via Binny's beverage depot if you have one nearby.
I will insert their blurb: "We spelled Hellfyre with a ‘Y’. Y? Because a bad ass spirit like this deserves a rogue letter here and there. Not rogue like Sarah Palin, but more like Jason Bourne rogue. See where we are going with this? Us either. But we do have a bottle of Hellfyre, which is made by soaking a whole bunch of fresh, hand cut jalapeños, habaneros, and black peppercorn in a whole bunch of vodka. It’s a whole bunch of amazing, fresh tasting peppers and spice. It’s been suggested to us about 1,000 times that it’d be good in a bloody mary. We should try that sometime."