We went to The Columbia Room for Jon's birthday, wherein Audrey had and enjoyed a White Lady cocktail. We've begun researching and working on our own version. Wikipedia has an unusually detailed article on it:
2 parts gin (Plymouth or other medium-body gin, not a super-botanical one)
1+ part lemon juice
1 part Cointreau
Optionally, egg white - from 1 tsp to a half of an egg's white
Sugar the rim of a wine or martini glass (champagne coupe if using egg)