Grey Goose is actually only expensive because they've put a lot of money into advertising their vodka as top-shelf. Kind of like Beats by Dre, nobody actually likes it, they're just recognized as expensive / luxurious so people use it as a status symbol.
Absolut is my favorite too. Svedka can go down, Skyy is a little easier than Svedka. IMO Strawberry Skyy is the easiest vodka I've ever had -- outside of UV which is hardly vodka. The strawberry taste gets rid of flavor of the raw Skyy so it's kind of like drinking strawberry hinted water. Also doesn't require a chaser at all IMO, I've had a lot of non-vodka drinkers down 2oz shots of it without a problem.