Here in Mexico City (as in most spanish speaking countries) it is indeed jugo de naranja as well.
But, if you are referring to an orange flavored drink, often times it is referred to simply as agua (here, agua can mean many different types of flavored drink, as well as your standard water - typically the context of the sentence will let you know what they are referring to). For example, if somebody asks you "¿Quieres agua?" then it could mean water, or a flavored drink.
Or, if you want an orange flavored soda it is simply Fanta (Fanta is one of the biggest brands of orange soda, so by default, most orange sodas are simply called Fanta).