Are there any spirits that never should be combined in a cocktail or drink?
The short answer is no.
But that said, there are some spirits that some might want to think twice about since they have an overpowering taste. On the top of my list would be absinthe and chartreuse (especially the green).
Absinthe traditionally has a natural green colour but may also be colourless. It is commonly referred to in historical literature as "la fée verte" (the green fairy). Although it is sometimes mistakenly referred to as a liqueur, absinthe is not traditionally bottled with added sugar; it is therefore classified as a spirit. Absinthe is traditionally bottled at a high level of alcohol by volume, but it is normally diluted with water prior to being consumed. - Absinthe (Wikipedia)
Chartreuse has a very strong characteristic taste. It is very sweet, but becomes both spicy and pungent. It is comparable to other herbal liqueurs such as Galliano, Liquore Strega or Kräuterlikör, though it is distinctively more vegetal. Like other liqueurs, its flavour is sensitive to serving temperature. If straight, it can be served very cold, but is often served at room temperature. It is also featured in some cocktails. Some mixed drink recipes call for only a few drops of Chartreuse due to the assertive flavour. It is popular in French ski resorts where it is mixed with hot chocolate and called Green Chaud. - Chartreuse (Wikipedia)
Personally I drink chartreuse and bénédictine straight, while I will drink absinthe with water and ice. Absinthe is too overpowering for me to use in a cocktail or mix.
In the end, whether or not to use a particular spirit in a cocktail or as a mix is personal choice and there are no fixed rules on the subject, so one must be aware of what a particular spirit might do to your recipe.