1) I have to agree about not putting the top shelf liquors in mixed drinks. That's akin to blasphemy. Nothing makes me cringe worse than watching people who take a decent 12 to 18 year old single malt and add water, soda, or ice. As far as using regular wines for cooking, yes, it's a good idea not to use "cooking wines" because they are low quality, but the house brands for mixed drinks aren't really all that bad.
2) As we discovered on our first trip to Mexico, a good tequila is about as tasty as a decent single malt. From what I've seen, Don Julio is about as "top shelf" in Mexico as regular Cuervo is in the states (which is pretty much middle of the line). It's good, but not the best. Ask a local what kind of tequila is the best. Finer, aged whiskys and tequilas should be sipped for best enjoyment, and not slammed like a frat boy who's trying to avoid the taste and go straight for the quick drunk.
3) As for the headaches, there's a simple concept called MODERATION!
4) If you're going to be an alcohol snob, your best bet is to not worry about the prices...you have people for that.