The most fattening thing in cocktails is the alcohol, it's almost as fatty as oil - if you still want to drink there's not much you can do about that. The best drink you can have and keep your diet is white wine and drink that in moderation, it's still about 70-90 calories a glass.
Aside of that, as said, the calories to add up fast, I think the best mixers you can use are probably based on diet drinks (rum and diet coke, Tequila and diet sprite and so on) or club soda (whiskey and soda for instance) or sour mixture. Don't use juice or non-diet soda.
Another alternative would be to drink a martini or a vodka martini - they contain only liqueur and so, though the alcohol is fatty, you can't really drink so many of those without getting totally wasted...
The other big dietary challenge of drinking is that after a couple of drink, the body really craves fatty food, the fat absorbed the alcohol and help the body process it, and in combination of the low judgment drinking mode - you find yourself having burgers and fries at 4:00. To avoid that eat a full meal before you start drinking and make sure there are some low calories snacks around for when you are drinking (low cal cracker with yogurt dip for instance, or sushi)