Being of Scandinavian origin I consider that a vodka should come from Northern or Eastern Europe. I prefer Stolichnaya, Parliament is also possible to drink. As I like spicy stuff I don't mind a vodka with pepper either.
Theres two vodkas I simply love. Русский Стандарт and Царская водка. Unfortunately I can get the second one only when I am in Saint Petersburg, Tallinn or Riga. Those are so far only places IÂ´ve seen it.