For some things, GM, cointreau and triple sec are fairly interchangeble--however, if price is an object, triple sec is generally less expensive.
We only use GM in our Cosmopolitans, but use triple sec in our margagotchas. If you are using it in eggnog, go with GM.
GM is also lovely warmed and in a snifter like brandy or cognac--great for cold weather!! Put a cinnamon stick in the snifter just before serving.
I use GM with my flans but cointreau or triple sec when baking.
We consider GM to be an after dinner drink because it has a stronger character than the other two for that use. The other two will give the citrus taste needed for most recipes. When baking, be very careful not to overdo it with these alcohol based ingredients. A non alcohol alternative is grated orange zest or orange extract.
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