The Halacha states that the Beracha of Hagefen, recited on wine or grape juice, exempts all other beverages that one is drinking. Just as Hamosi covers all foods, Hagefen covers all beverages.
However, there is a disagreement how much wine must be consumed in order for the Beracha of Hagefen to exempt the other beverages. Some hold that even a minute amount of wine empowers the Beracha to include everything. Others hold that one must drink a "Revi’it" (86 cc) for the Beracha to exempt other drinks. The Halacha Berura explains that in a case of doubt or disagreement, the Halacha is in accordance with the lenient position. Therefore, if one did not drink a "Revi’it" of wine, he should not recite a separate Beracha of Shehakol on the other drinks. However, one should avoid this debacle in the first place by drinking a "Revi’it."
There is an additional Halacha that mandates reciting Berachot in the proper sequence. The more specific Beracha precedes the more general Beracha. For example, Ha’etz and Ha’adama precede Shehakol.
Based on these two Halachot, there seems to be a problem with the common practice at a Shul Kiddush. In some communities, the Rabbi makes Kiddush and the congregation stands around holding little cups of wine. Based on the Rabbi’s Beracha they (legitimately) drink their wine. However, they drank less than a Revi’it, and therefore, if they want to drink another beverage, they have put themselves into a dilemma whether the Hagefen exempted the Beracha of Shehakol on the other beverages. The fact that the rabbi drank a Revi’it does not help them.
In some places, people hold little glasses of liquor and fulfil Kiddush by listening to the Rabbi make Kiddush on wine. After answering Amen, they say a Shehakol on the liquor. This is problematic since they have deviated from the proper sequence of Berachot. How can they say Shehakol before making the more specific Berachot on the other food they intend to eat at the Kiddush? The Shehakol they made was not the Misva of Kiddush; they fulfilled Kiddush with the Rabbi.
Therefore, the best practice at a Kiddush is to listen to the Rabbi’s Kiddush, without holding a little glass of wine or liquor. It is perfectly acceptable to fulfil the Misva in this way, since there is no need to drink from personal glasses when hearing Kiddush. This way, Halachic uncertainty and compromise are avoided.
One should avoid drinking less than a Revi’it of wine if he then intends to drink other beverages. Therefore, at a Shul Kiddush, it is best to listen to the Rabbi’s Kiddush without holding little glasses of wine or liquor.