How do you make layered cocktails?

Have recently started making cocktails at home for friends and family and the one thing I can never seem to perfect is a nice looking layered cocktail. I realise that some ingredients are thicker and there fore are more suited to being in the bottom layer of the cocktail but I recently tried to make a layered cocktail with Grenadine at the bottom , then a layer of OJ and then you had to get a mixture of vodka, rum blue curacao to sit above orange juice ( and ice) I poured the spirits slowly over the back of a bar spoon but it still merged with the Oj and did not give a nice clean layered effect ...... what am I doing wrong ? is it down the ingredients or my lack of skills? http://www.reddit.com/r/cocktails/comments/3g1psq/how_do_you_make_layered_cocktails/