This is an interesting discussion; of all the liquors, vodka is the only without a true "flavor." It's the water of the spirit world. You can pretty much mix it with anything and get simply an alcoholic version of what you're drinking. Juices, soda's, tonic, mixes; the way to enjoy a vodka drink is by mixing it with your favorite softdrink. Of course you can just drink vodka martinis, but that's cheap... the gin martini is making a comeback and for good reason. Gin is just vodka that's distilled with coriander and some other spices.
What makes a difference is the quality of the vodka, just like water. If your tap water is gross, then the coffee and lemonade you make with it will probably be gross too. That said, cheap vodka is considerably harder to swallow than a nice Grey Goose or Stoli. Even Absolut and, to a lesser extent, Smirnoff can be a little rough on the throat.
Here's a fun drink though if you find that bottle of Goose a little hard on the wallet; get yourself a bottle of cheap vodka and a water filter, like a Brita. Run the vodka through the charcoal filter at least 3 or 4 times. Enjoy, you have yourself a much better vodka at half the price. Just don't use the same pitcher for vodka and water.... or your morning after might not be so pleasant.