A Shot is an alcoholic drink consisting of one or more types of alcohol served in a shot glass. It is intended to be consumed in one swallow - just a single belt of liquor, if you will.
If you layer multiple alcohols (usually done with the back of a spoon) then you have a layered shot. If you just mix several kinds of alcohol together, you have a mixed shot.
Add a mixer and you have a shooter.
If you have alcohol intended for sipping in a bucket (a kind of glass, short and square- well, actually usually fairly cylindrical- it is simply called drinking it neat, unless you have it with ice, in which case it is on the rocks.)