I agree with Chiff. I wouldn't use a top shelf brand, but on the other hand, stay way from really cheap stuff also, as they will be pretty harsh. It might be fun to try a flavored Vodka such as Absoult Peppar or another pepper-flavored Vodka to give it just a little kick.
I've never understood why I should spend so much $$$$ for a flavored vodka, when they are so easy to make! Back in the days of Cajun Martinis, I used to drop a few chili peppers into a bottle of decent vodka, and after a few days, Bingo! In fact, to be honest, I would sometimes use cheapo vodka, since I liked it REALLY HOT!!! and couldn't taste much else.
Besides, it's so much fun to experiment with flavorings like pepper, lemon/orange/other citrus zests! Make a batch, "test" it, darn, gotta make another batch ...
Perhaps a little off of the subject but I make screwdrivers using fresh squeezed OJ. The preferred vodka is Smirnoff Silver Label that clocks in at 90 proof whereas Red and Blue label measure at 80 and 100 proof, respectively.