The most expensive cocktail in the world might be one of those listed above but there is another way of looking at this question. I think even the cheapest vodka or rum has an unfortunate opportunity to be the worlds most expensive cocktail.

Almost without exception, after a person has been in an DUI/OUI related accident/arrest the person arrested for this crime is described as having "one to many" and regardless of the price of the actual drink the costs of the aftermath of that drink can be astronomical. The person arrested for this crime will have years of costly driving issues to deal with from insurance, retribution, loss of employment, etc.

There is the all too common price to be paid though, the death of one or more people involved in the incident or accident that was the result of this drink. A driver might kill another person(s), the driver might be dead themselves.
This makes it easy to see that the most expensive cocktail in the world is the one you shouldn't have had. The cocktail that caused the impairment of a driver who in turn caused the death of an innocent. This cocktail might have even been free.

Check out this DWI death counter. As of the time I posted this there were 10,012 deaths so far in 2009 in the US alone.http://cognac.com/2670-drunk-driving-deaths-so-far-in-2009/ This counter will have gone up by the time you are reading this.

This woman below was hit an nearly killed by a drunk driver. Permanently disfigured the cost here is immeasurable.