I've had rum distilled to near Everclear levels. The guy in Jamaica, mon who gave it to me had a few screws (and teeth) loose, but when he called it 'Rude to your girlfriend's parents', I totally understood.
I've had the chill-filtered/distilled Scots Whisky used to blend, too - and in my opinion, all high-proof (>151 proof) alcohol must taste essentially similar (and I mean that literally).
As for the upstream comment about cost-effectiveness - I agree. Get cheap Vodka, and filter it through a Brita charcoal filter to make it drinkable, and you're drinking something that tastes like the best vodkas Grey Goose or Polmos ever made.
Edit: personally, I drink Black Grouse or Johnnie Walker Black to chase the demons of the day away. I also like summer wines from Portugal, and California Pinot (Grigio). For wintertime heavy formal meals, Beaujolais or Pinot; for sucking beer down after hard work, I like true Pilzners (PIlsener Urquell, Czechvar/Budwar, some German, or Polish such as Zywiec), and when I drink in public here in Texas, I drink Woodford Reserve (Kentucky Bourbon of the first water).
Edited by Call_Me_Ishmael, 11 July 2015 - 08:13 PM.