I'm a big fan of vodka, and I never mix it with anything and like it as cold as possible. I typically buy Chopin or Ketel One, however, I've discovered a fantastic alternative recently. It's called Maxim's and it's French, made from wheat, distilled four times, has a nice cork top, and it's incredibly smooth and easy to drink. Here's the best part...our Total Wine store here in Vegas sells it for $12.99!! Granted our prices at TW are incredible - GG sells for $21, Chopin and Ciroc are $23, etc. I'm also not sure where else you can buy Maxim's, but if you can source it I highly recommend it (even if it were much more expensive). BTW I did find a link for it:
Maxim's Gourmet Official Website
Off the topic of vodka, I am also a huge fan of scotch and love doing tastings. I've tried dozens and I always come back to the Glenlivet. It is my favorite and for the price cannot be beat IMO.
I always say try a bunch of different types of whatever variety you like, don't pay attention the brand, label, marketing schemes, etc. and just pick what tastes best to you. Go to tastings at local wine/spirit stores when they're offered so you can try a bunch without buying the whole bottle.
One thing I find hilarious is that I serve Maxim's vodka at my house to guests quite a bit. I say it's French, distilled four times, water from the Alps, blah blah blah and inevitably everyone is impressed and say it's the best they've tasted. Then I tell them I paid $12 for it and people are like oh it's alright for a cheap vodka I guess
Goes to show how powerful the marketing mechanisms are for sure!!