clipped from consumerist.com

In what may have been the most awesome blind taste test ever, a BusinessWeek writer served his friends chilled shots of various brands of vodka to see whether there was any noticeable difference in taste. His argument was that vodka is a neutral spirit and by definition is nearly indistinguishable from one brand to the next—and that consequently the "brand story" (including country of origin) is really all that separates a Grey Goose drinker from a Ketel One alkie. To test this, he asked his subjects to pick their favorite brands from shots and mixed drinks.

It turns out, no one could really tell one vodka from the other—there was one successful pick, but it wasn't repeatable. (Probably because the subjects were all half-drunk by that point.)