You can buy ice balls from Glace Luxury Ice for about $5 per ice cube, or you can buy a Cirrus Ice Ball Press ($799) and make your own. Neither option is cheap.
The Cirrus Ice Ball Press, in theory, makes a better ice cube for your high end booze. Why is the 2.75-inch sphere shaped ice ball better? Supposedly you get less surface area and subsequently less water in your drink.
You freeze an ice cup mold, insert this chunk of ice into the Cirrus mold, put the top on and wait about one minute. Taa daa you have an ice ball. Video of the Cirrus Ice Ball Press after the break.