Ron Zacapa is great as is Ron del Barrilito 3 star.
However, my personal favorite is Zaya Gran Reserva, a 12-year rum from Guatamala. It's sweet, rich and complex.
If you ever make it down to Puerto Rico go to the gift shop at the Bacardi distillery and buy their Reserva Limitada (only available there). I know Bacardi is considered basic, but their 8 year and this Reserva Limitada are delicious.
I have a few good rums at home, and soem crap. If you want rum, the less you put in it, the better rum I will serve you.
The Barbancourt 15 year old is great and tastes like butterscotch. Also, like the Ron Zacapa. Ron del Barrilito is a slightly spicier Puerto Rican rum, prefer the three star, although some like the two star. Cruzan Single Barrell is good. Also worthwhile, without haivng to go on a wild goose chase for something rarer (like Bielle Rhum Vieux from Marie Galante), Appletons, Mount Gay and Cockspur. I will simply not serve anyone some of my Barbancourt in a mixed drink. It can be served neat or with a few (3-4) small rocks. The last three are rums I would allow some mixers with. If you want a rum & coke, I'll reach for the big plastic bottle. If you want to make a rum and coke with Barbancourt, you will need to buy your own bottle.
re: Greg B
I've been doing some research in this area lately. I figure you mean premium rums that are meant to be drunk straight, preferably in a brandy snifter, or at most on the rocks. These are not mixing rums. Some of these are readily available, some are rare.
I really like the Ron Zacapa Centanario 23 year from Guatamala. I keep a bottle right here by my desk for emergencies. It is on the sweeter end of rums and is made from sugarcane and cane sugar. Many experts say it is the best in the world. I am not sure I agree that it is the best, but definately it's in the top five, and it's a very close race.
I think I like Santa Teresa 1796 15 year old Venezuelan rum even more. It is a bit less sweet than the Zecapa and has a more complex flavor.
El Dorado 15 year old Special Reserve from Demerara is excellent, it has an almost Scotch like taste with sort of peaty and smoky tones. Their 25 year old is amazing.
If you like premium aged rums that are very dry then I recommend Clements VSOP from Martinique/France, it is aged for one year in cognac barrels, then three more in re-charred bourbon barrels. Or if you can get it Clements has a new line of several very rare and expensive super premium extremely old ones that have just been released for the first time a few weeks ago.
Another premium rum from Martinique is Chateau Depaz, their style is a little less dry and softer than Clements. Chateau Depaz is only made with their own estate grown blue sugarcane.
Both Clement and Chateau Depaz are Rhum Agricoles, single vintage estate rums made only from sugarcane and with no added sugars or molasses.
Flor de Cana Centanario from Nicaragua comes in many ages. The 12 year and the 21 year are fantastic.
Another nice one is Coyopa 10 year from Barbados.
Cruzan single barrel rum is also quite good. It is made of a blend of rums aged up to 12 years and then the blend is re-barreled to age in new oak.
If you can get your hands on any of the Pussers rums, do so. I tasted them a long time ago at a very special tasting and was blown away.
The Pyrat rums are very good, but I found the XO to be too sweet and fruity for my taste. It tasted like a high alcohol apricot liqueur.
On a slightly lower level but still very good is the much cheaper Brugal Anejo