Dont listen to Nitefly, a nice vodka has taste in exactly the same way whisky has taste. It all depends on what you buy and how you drink it.
Traditionally in the UK we use vodka as part of a drink (ie vodka & coke or vodka & orange) which is why we have been supplied crap vodka over the years, we dont need good stuff 'cos we drown it in orange juice anyway.
What I would suggest is buying an average but nice Polish vodka like Wyberowa and drinking it as it should be drunk.
1) Breathe in deeply
2) Swallow the shot
3) Breathe out slowly and deeply.
4) Enjoy the taste (as you breathe out).
5) Take a swig of the glass of juice you have ready next to you.
Since my Polish mates taught me how to drink vodka I haven't looked back. Have plenty of food on hand too, makes for a great sociable evening.
Absolut & Russian Standard are good mid price vodkas too (grudgingly admitted by my Polish mate while we were in Poland last year)
Best I have had is Belvedere Polish vodka, which cost me the princely sum of £25 a couple of years ago in a Polish shop (they call 'em Alkoholes, just stacked to the roof with booze).
Anyways, enjoy the vodka. It's great unless you are drinking it on your own...