Well, there's your answer. If you get tanked on cheap liquor you're gonna have a skullcracker if you don't take some preventative measures. Drink the water (like 16 ounces, 32 is better) and take Stick's advice, ibuprofen BEFORE bed.
"Clear" liquor is less likely to give you a hangover. A halfway decent vodka (I personally found Smirnoff to be one of the better "inexpensive" vodkas) and orange or vodka and cranberry (although they're not very "macho" drinks). Stay away from anything "brown" that is, house tequila or any of the house whiskey/bourbons/rums and avoid the "mixers," they have garbage added (HFCS, artificial colors, etc.). You'll get just as lit but your liver only has to deal with the ethanol itself, and not the ethanol AND other chemicals. And at least the juice has SOME nutritional benefit
Beer always made me sick, but I suspect that had something to do with my latent gluten allergy.
Depressing, I've thought way too much about this subject ... on second thought, just don't drink and save yourself the money and aggrivation.