[bryanbuckley]

I've done double blind vodka tastings and some of the cheaper vodkas come out on top. e.g. Barton's is as good as top-shelf (that were in the tasting)

[RussianCow]

Anecdotally, I've found that vodkas made by smaller, local distilleries tend to be really good for the price. I'm assuming this is because vodka is generally not their core product, but they're making a pure, neutral spirit as a base for other things (e.g. gin) anyways, so they might as well bottle it and try to sell it. Since they're not spending excessive amounts of money trying to market their vodkas, they tend to be pretty cheap.