Pour bourbon, rum and brandy into 1-quart bottle. Scrape seeds from vanilla bean into bourbon mixture; add pod to bottle. Using mortar and pestle or bottom of heavy small skillet, crack whole nutmeg into 4 or 5 pieces. Add nutmeg pieces, cinnamon sticks and cloves to mixture. Cork bottle tightly. Let stand in cool, dark place for 1 week. (Can be prepared 3 months ahead.)