Yes, make your own.

No storebought eggnog will ever replicate what true eggnog tastes like. That's because traditional eggnog recipes call--as a final step--for whipped egg whites to be folded into the drink mixture. The consistency is totally unlike manufactured eggnog, but absolutely delicious!

(My Mom can periodically be persuaded to pull out her father's recipe--written in quantities to serve 100 for fabulous holiday parties that my grandparents would throw--and make a smaller batch for 5 or 10 of us.)