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Mixing your spices before you brew can add flavour so easily. This is a particularly sweet way to serve up a cup of coffee, with generous amounts of chocolate and brown sugar.
Ingredients:

125ml ground coffee
80ml chocolate syrup
1 tbs cinnamon
250ml milk
60ml brown sugar
1/4 tsp nutmeg
1 tsp vanilla
Preparation:

Before brewing, combine coffee, cinnamon and nutmeg. Brew however you like. In another small saucepan, heat brown sugar, syrup and milk. Stir until sugar is melted and dissolved. Pour sugar mixture into hot coffee, and add vanilla.

(I found this on about.com)

MEXICAN COFFEE LIQUEUR

Ingredients
2 cups Water
1/4 cup Instant Coffee
3 1/2 cups Sugar
1 Vanilla Bean
2 3/4 cups Vodka
3/4 cup Brandy
1/4 tsp. Chocolate
1 drop Food Coloring (Red)

Drink Recipe Instruction
Heat water in medium saucepan. when hot add coffee and stir until dissolved. Add sugar and vanilla bean, stirring well to combine. Bring to boil, stirring constantly. Imediately reduce heat so that a very low boil is maintained for one minute. Remove from heat and cool to lukewarm. Pour vodka and brandy into aging container. Add the cooled coffee mixture and the chocolate extract. Stir well. Cap and let age in a cool dark place for 3 weeks. After initial aging, strain liqueur through a cloth-lined wire-mesh strainer over a large bowl. Repeat until desired clairity is reached. Stir in food coloring. Bottle, cap and let age an additional 1-3 months.

That first recipe especially sounds delicious. I think I'll try it, and if it tastes as good as it sounds, I'll call it "Christmas coffee". Nutmeg and Cinnamon? Yummy

Don't know why but when I hear Mexican coffee, I imagine this will be something very spicy and burning