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1. Wine and cheese is predictable.

2. Rum is not just for Caribbean cocktails. Dark sipping rums—which are meant for drinking neat, not mixing in piña coladas—can carry the flavors of roasted nuts, smoky oak, vanilla, cocoa and spices, just like wine. Barrie Lynn, a cheese expert in Los Angeles with an online show called Cheese Rules, suggests Neisson Rhum Agricole Réserve Spéciale or Mount Gay Extra Old Rum: "I haven't met a cheese they didn't love."

3. And about the cheese. Creamy, nutty aged Goudas, superaged sharp cheddars and fresh chèvre go especially well with rum. And while the drinks may be pricey (the Neisson costs about $67, and the Mount Gay is about $38), the cheese doesn't have to be; one of Barrie Lynn's favorites is a $3.75 tub of Widmer's Aged Brick Spread.

4. A little goes a long way. One bottle of rum is more than enough for a group of eight.

5. Pirate-themed novels! Discuss the finer points of  Treasure Island or Robinson Crusoe as you swill the sailors' favorite, Pusser's Rum.

6. Rum also pairs well with Dickens. The classic English writer (of whom Oprah's a fan) was actually something of a punch aficionado (here's his recipe for rum punch). Best cocktail for Great Expectations or The Mystery of Edwin Drood: Dark and Stormy.

7. Paper umbrellas. Because sometimes it is all about Caribbean daydreams. Here are O's recipes for the classic rum cocktails Cuba Libre and Mojito.