Plenty of average vodkas are about a spirit, which burns your mouth and makes you quickly drunk. There is really not much to enjoy unless you mix it with some other drink that covers the unspectacular taste. But also vodka may be a very differentiated product and offer everything from undrinkable cleaning alcohol to fine quality creations.
I like especially the sorts, which are naturally aromatized, stressing the adjective ‘naturally’. A good example is Bulbash (Бульбашъ) vodka with honey and cayenne pepper. A bottle of this golden spicy and fragrant spirit with a piece of red cayenne pepper on the bottom like a ship on seabed may both brighten a party and make every conversation more vivid. It may be drunk pure and probably it should, as smooth and aromatic as it is.
Finding Bulbash outside Belarus may not be easy, unless you are for instance in Russia. Fortunately there is a similar product of more available brand from Ukraine: Nemiroff. I saw their products in many country and they are really convenient, considering the quality.