That’s the opposite of the old adage, actually. So what you meant to say was, “It’s never held true for me; in fact, if anything it’s almost the opposite.”
I think most of these theories are total bunk.
Keep in mind that this is an old saying that probably predates the popularization of mixed drinks.
Drinking liquor meant drinking shots of a spirit or sipping a nearly full strength liquor like scotch or a martini. Not mixed drinks which have a similar alcohol concentration to beer.
The reason this adage has a grain of truth to it is because alcohol is absorbed into the bloodstream over time, not instantly.
If you drink over the course of an evening, at any given point a proportion of the alcohol you have consumed is still residing in your stomach waiting to be digested. By drinking the liquor first, which is usually a large dose of alcohol quickly, you guard against the posibility of accidentally piling more than your acceptable limit of booze on top of unprocessed alcohol.
On the otherhand if you drink a large amount of beer and start getting drunk, then decide to take a few shots you’re running the risk of overshooting your limits because you have an unknown quantity of alcohol undigested and can quickly pile on much more alcohol in a small volume of liquor. Basically when you think you’re drunk, unless you’ve stopped drinking for a period of time, over the next hour or so you’ll proceed to get drunker. But not doing shots at the end of the night you help make sure that you only get a little drunker not ALOT drunker. Simple as that.
Of course if you’re chugging beers it doesn’t matter since you’re adding a ounce or so of alcohol either way.
I heard “beer on wine, that is fine; wine on beer have great fear”.
I think it’s true for some people for the reasons Omniscient gave.