Assess your environment. Look around.
Say, for example, there aren't peanut shells on the floor, the lighting is decent, and your bartender is wearing a tie, vest, or blouse: Don't order a Long Island Iced Tea. Or a Blue Motorcycle, an Irish Trash Can, or a Slippery Nipple.
These are cocktails designed basically to get you as drunk as possible as quickly as possible. And they taste … unremarkable.
Let a bartender at a refined joint get you drunk in at least a memorably tasty way.
But by all means, when you find yourself at a dive, go ahead and revel in the blasphemy of combining multiple spirits in one glass.