Cheap but effective and good -
Monopolowa (found at Trader Joes for 10 bucks). It's easy on the budget and pretty much the same if not better in taste than most 20-30 dollar bottles.
Mid Range: Titos and Grey Goose
Higher end:
Ultimat and
Jewel of Russia. I've tried quite a few and these two have provided the same satisfaction to me, on par with a good Scotch (Blue Label, Macallan 18).