I usually use Apple Juice or Beer. But as others have said, I don't think it really imparts much if any flavor on the meat. It just smells nice coming out of the smoker and if it helps a little bit, why not.
I wouldn't use expensive beer or especially scotch though as I don't know that it would be a good bang for your buck.
To answer your other question, yes it does make a difference to use liquid though. I add liquid in a disposable mini-loaf pan for pretty much all of my smokes except for skin-on poultry, jerky, fish, and sausage.
Hopefully this helps.