Chopin is excellent, and very good straight from the freezer as a shot, with no ice. A little hint of apple on the tongue, a medium burn and no real after taste. Quite nice and warming. I can see why this Vodka would be enjoyed in a cold weather place like Poland.
Another one of my favorites as a shot is Ciroc. It's unlike any other vodka, and unconventionally, does have a unique palate with barely detectible hints of anise on the tongue, smooth as silk, with a (again barely detectible) grape skin after taste. Some vodka purists view Ciroc as a sort of eau de vie, trying to pass itself off as a vodka. I can see their point, but prefer a little hint of natural flavor when having a freeezer cold shot of vodka. And certainly, I prefer the natural distilled flavor of a grape over the natural distilled taste of a grain.
For mixed drinks I use Smirnoff exclusively. Dollar for dollar it's the best deal. Very clean on the tongue, a burn in the throat and no after taste, except the usual grain alcohol burn in the tummy. Not good for shots. But, once you mix vodka in with anything, except ice but including tonic, you destroy any evidence of the "premium" in your vodka. At under $15 for a liter, it's so clean with no rancid after taste like Fleishmann's and other lower end vodkas, it's the best vodka for a party and mixers. Absolute and Stoli, both distilled from wheat, are not good enough to drink chilled, and are too expensive to mix compared to Smirnoff. I even feel the same way about Ketel One, except when mixing with tonic. It has enough distinctness to still be a better voda tonic than Smirnoff...but not for twice the price.
My Scotch loving friend opened my eyes to Armadale. It's made from Wheat and Barley. I've yet to fall in love with it, but it is a little smokey, has bite and is certainly more distinctive than Absolute, Stoli and Grey Goose.