I'd play around with using it in savory recipes, maybe as part of a marinade. I like the idea of this recipe for chicken with cashews & mango, for example, which uses rum to deglaze a pan:

http://www.nytimes.com/2011/04/06/dining/06apperex1.html?ref=dining

(I've tried the recipe without the mango, and wanted more cashews & more aggressive flavors generally, but the basic rum/sugar/garlic/vinegar combination seems like a good starting point.)