I am picky but it doesn't correlate directly with price. Wine, no. I don't like wine enough to like bad wine so just saving money by drinking it rarely(maybe 6xa year) but buying the ones I actually do like works better. They are between 30-50 USD but again, maybe 5 or 6 bottles a year at most.

Liquor - I have favorites but they are mostly not high end stuff. Evan Williams bottled-in-bond is fantastic and so cheap. ABK6 cognac and vodka are great. Tequila, I like a few and none are too spendy.

Liqueurs though, and mezcal- paying more does seem to make a huge difference in these. The good ones are better than the cheaper analogues.