To get technical: The higher the alcohol content, the less calories you’ll end up taking in since you’ll get drunk much much faster. So beer is the worst option, and Everclear or pure alcohol is the best. Vodka is just as good as Everclear because it’s basically grain alcohol diluted with water.
Alcohol has 7 calories per gram. So 100 mL of something with more alcohol content in it will have more calories. If you’re drinking beer over liquor, you’ll end up consuming more calories. If we’re strictly talking pure liquor (no mixers, etc), then it’s not going to make a difference what you drink really. Clear alcohols like Vodka, Gin, and Everclear will have less calories than, say, Rum, but even then you’re talking the difference of maybe 30-40 calories a shot? However 40% ABV rum has pretty much the same amount of calories per shot as 40% ABV vodka or gin (maybe +/- 3 calories per shot). The % ABV is the main determiner of how many calories will be in a shot of hard alcohol – see here. This isn’t true if you are drinking something like Malibu or some sort of liqueur which has a lot of added sugars and stuff, but for things like Captain Morgan or Maker’s Mark, it will be.

You’re reading it in his voice, aren’t you?
Keep in mind to make sure you have enough to eat beforehand within your caloric limits or something to snack on during. You can try to cut calories all you want with your choice of drink, but what’s stopping piss-drunk you from grabbing fast food at 3 AM – undoing all that calorie-cutting effort?