Green’s Dictionary of Slang

one’s preferred drink; usu. in phr. what’s your favourite vice? what would you like to drink?

1885		Daily News 6 Oct. in Ware (1909) 128/1: When the bottles and the cigar-case are to the fore, even a bishop may enquire of you, with a jovial smile of boon companionship, What is your favourite vice?
1888		Manchester Courier 28 Jan. 10/1: Let not the drunkard [...] think that he can indulge in his favourite vice without consequences.