While you can shake a pina colada by shaking together rum, pineapple juice, and cream of coconut, and pouring it over ice that's not what most of us tend to think of when it comes to a pina colada recipe. Therefore, I always make my pina coladas in a blender so that they're perfectly frozen, creamy, refreshing, and they just hit the spot. Tip: If you are going to make a shaken pina colada, I recommend 1 1/2 to 2 ounces each of rum and pineapple juice, and 1 ounce of cream of coconut, and either shaking it with ice or pouring over ice cubes in a rocks glass.