You want to use white rum in a pina colada. There are tons of white rum on the market. Everything from super cheap to not. Something middle of the road like white Bacardi is just fine. Although use whatever you like of course! Do not use spiced rum (Captain Morgan's) or coconut rum (Malibu) because neither will give you the classic pina colada flavor you're looking for. If you're going to make your pina coladas stronger (see below) and want to add a floater shot, something like a dark rum (Meyer's) or an aged anejo rum (Brugal, Barcardi) is nice.