You can make jello shots with almost any type of alcohol, but you should adjust the proportions of alcohol and cold water to ensure that the shot still sets. The higher the proof of the alcohol, the more water that is required for it to set.

Jello shots can be served in shot glasses, as pictured, and can be virtually any color. Many, though, prefer jello shots in paper cups which can be turned inside out to free the jello from the cup. If you do serve jello shots in shot glasses, be sure to also provide knives, toothpicks, or some other mechanism to free the shot from the glass. Alternatively, warming the glass will cause the jello shot to slide free which can be accomplished by steeping them in warm water for less than a minute.

If you are planning a jello shot party, consider diluting your shots with more cold water and less alcohol.  Since the alcohol is contained within the jello, it is absorbed more slowly and even experienced drinkers will often underestimate how much they have had to drink. They will also be less expensive, can be more often enjoyed, and your party will last longer.