A REALLY good tequila is Huradura. Pricey, around forty dollars a bottle, but it's like MacAlan 18 year old single malt in terms of tequila. Another personal favorite is El Patron, which is less hmm, cactus-y in taste and more finely distilled so it's damned smooth as far as Tequilas go.
The one nice thing about living in Arizona is finding a tequila is a lot easier than finding just about anything else. There's a bar not two miles from my house that specializes in tequila and have around eighty varities, the most expensive being around sixty dollars a shot. Can't recall the name of it, but it's about thirty years old and not imported, has to be purchased in mexico.
Other than the many tequilas, the bar is an uber-trendy shithole of a college bar, and I'm not sure two shots from every one of those bottles would make the music sound less shitty or the crowd less vacuous.
El Patron and Huradura are your best options, so if you ever see those in a bar and are feeling adventurous, might consider 'em.