I use vodka as a rule, but I have occasionally dabbled with the others.
It does add a very fleeting flavour, but its not much to talk about. After the first part of one bowl, it's gone.
The only downside, perhaps, is that some of the spirits will impart some residual sugars. Dark rum, for one.
Still, it's way milder than using Malibu or something else. I wouldn't consider it a problem.
+1 on the consumable alcohol. I just don't like using pipe solutions or rubbing alcohol or anything of that nature...