Caffeinated alcoholic drinks like Four Loko and Joose have been effectively banned by the FDA because the combination of alcohol and caffeine is dangerous.
Caffeine is a stimulant and alcohol is a depressant-caffeine speeds your brain up, alcohol slows it down. One of the major problems with caffeinated alcoholic drinks is that the effect of caffeine can mask the effects of alcohol so that someone appears (and perhaps feels) less drunk than they really are. This is dangerous as someone can drink to the point of alcohol poisoning and it would take longer than normal for that individual or their friends to recognize that they need medical help immediately.
Mixed drinks, like the ones obtained from a licensed bartender, contain much lower amounts of caffeine. In small doses, like a rum and cola , the risk of mixing caffeine and alcohol can be manageable; but the dose achieved by mixing an energy drink and alcohol on your own exceeds FDA recommendations.