LPT: if you light a shot on fire DO NOT BLOW IT OUT! you risk blowing the alcohol out of the glass spreading the fire. Instead CALMLY cover the shot with something. another glass is best.

I am a bartender and no i won't serve you or anyone a flaming shot. but if you go somewhere that will serve you a flaming shot or you try it at home you should know this.

cover the shot with something. put a pint glass over it. use a jigger. you shouldn't even try to pick it up while it's on fire. it WILL run down the side, burn your finger, make you drop or throw the glass igniting you and who/whatever on fire. if you decide to use your hand to put the fire out, CALMLY place your palm over the top sealing the entire edge. DO NOT try to smack it real quick because you're afraid of getting burned. you WILL knock the glass over spilling fire everywhere. I've used those cardboard bar coasters you see everywhere to put the flames out. just place it GENTLY on top of the shot glass. again don't try to smack it real quick because you think the coaster will catch on fire. as long as you just set it down it shouldn't have enough time to ignite and keep burning.

ultimately the best advice is to just avoid a flaming shot altogether. while it does look cool, the very real danger outweighs the flair if you're not aware of how to properly deal with it.