I'm crazy about eggnog, that decadent combination of milk, cream, sugar, and eggs. Come Christmastime, you'll find me in the kitchen making like a mad scientist as I mix nogs with creamy coconut and rum for a Puerto Rican coquito; blend Mexican _rompope_from eggs, milk, cinnamon, and brandy; or spike the bowl with orange liqueur and fresh vanilla bean. This year chef Mary Sue Milliken of the Border Grill restaurants in Los Angeles and Las Vegas showed me how to concoct her family's favorite, an eggnog to trump all others. It's a five-step recipe that starts with zabaglione—a silken Italian custard made by whisking egg yolks, sugar, and booze in a bowl over simmering water. To this puddinglike base, she adds whipped cream and egg whites, allspice, and anise. Thick and frothy yet light, fragrant with sweet spices, and spiked with white rum, it might just be the only eggnog recipe I'll ever need.