The speaker is trying to get over someone and finding that sobriety doesn't help. The opening image of Christmas lights still up in June suggests a person who hasn't moved on: something that belonged to a past moment is still hanging around, a little embarrassing and impossible to ignore. The speaker admits it with a shrug, "too bad," which hides how much it stings.
The main idea is simple. The speaker used to think of this person only while drinking, so they assumed the feeling would disappear along with the alcohol. They list the drinks by name, vodka, Jack Daniels, Jose Cuervo, as if they've tried everything. But now the bottles are empty and the thought remains, "as strong as the first sip of grey goose." The mood is rueful and a bit weary, with dark humor. The speaker seems to realize the longing was never really about the drink, and that is the unsettling discovery.