you can tell easily with really cheap vodkas, you get this rubbing alcohol taste, its really sharp, not a burn, but a sharp sting.
A really good burn vodka for mixing is Back in the USSR. Love that stuff, and when the state ran the stores it was like 15$ for a fifth.
Also you can tell the difference between potato and grain vodkas. Potato vodkas seem to always be a bit thicker, especially when they are super-chilled. They take on an almost syrup like consistency. I am not a fan of potato vodkas.