A survey conducted by the Luxury Institute [1] reports that wealthy Americans think Grand Marnier is the most prestigious liqueur. The institute regularly surveys the richest 10% of Americans for their Luxury Brand Status Index [2]. Besides the findings for liqueurs and cognacs, they've also discovered that the favourite whiskey of high net worth individuals in the USA is Macallan.
Links:
[1] http://www.luxuryinstitute.com/
[2] http://www.luxuryinstitute.com/contact/contact2.cgi#lbsi