Thumb - vodka. I had to include some kind of alcohol if only for mixing purposes, plus I feel it's the most versatile booze.

Pointer - water (clean, cold, potable) This Queen needs no explanation.

Middle - Lighter fluid. Many uses and I find it funny to have a flaming middle finger.

Ring - most awkward finger to hold out by itself, at least for me. Would be a liquid I would need rarely. Prosecco, maybe.

Little - espresso. Once again no explanation needed. Imagine the little finger extended over a tiny espresso cup shooting out piping hot coffee. Prego!