The classic dark rum is Myers's, a rich and flavorful potion with notes of vanilla, molasses, and a very slightly burned taste. Unfortunately, at $23 for a fifth, it is also fairly expensive. On the other hand, Cruzan Black Strap Navy Rum is a lot cheaper ($14), and even more delicious. Made with a heavy wallop of molasses, it has a very rich, sweet flavor, a lower alcohol content, and a dark, almost impenetrably black color. Best of all, like Myers, it holds up very nicely against fruit juices, egg nog, and all the other rich flavors that make most lesser rums quail.
For more refined tastes, there is nothing like a golden rum. Unfortunately, this is one of those places where low quality translates pretty directly into low taste. Luckily, Appleton Gold ($14) and Mount Gay Eclipse ($16) are both outstanding and relatively cheap. Steer clear of Bacardi.
If you absolutely must go with spiced rum, you're probably better off making it yourself. That having been said, I have to admit a deep appreciation of Rogue Hazelnut Spiced Rum. It has a subtle, adult flavor that tastes fantastic in a simple grog. Unfortunately, at roughly $30 per bottle, it's a little pricey!