If I had to have just one rum, it'd be Pyrat XO Reserve. This is my hands down favorite.
I also like Pyrat Cask (AKA Cask 23 or Cask 1623). It is a wonderful rum, but IMHO, not $170/bottle better than XO Reserve.
Now while I haven't tried this yet, I'd like to get some Big Black Dick Rum just to be able to watch the lubbers faces when I put it on the table.
O' course I still be workin' me way through the Caribbean mates, so me list may grow.