Eh. Where to start?
From my experience - almost no one in the UK drinks vodka The Proper Way.
They mix it with a lot of things. And if you mix it - let's say with cola - the quality of vodka is not so important because you won't be able to taste it anyway. In this case I would buy the cheapest vodka available.
As for quality vodka - Finland, Russia and Poland are strong players. There are a lot of good brands (and some not-so-perfect).
Good tips:
- There are a lot of vodkas on the market that pretend to be Russian. Always make sure that that the "Russian" vodka was indeed produced and bottled in Russia.
- Never, I mean NEVER buy anything below 40% vol. "The 36% vodka" is not vodka! This is abomination and I am sure someone will be suffer in hell for selling this crap.
- Avoid fancy bottles. They are for snobs.
- Don't buy vodka that had been produced in the UK. This is a Gin and Whisky land. For some reason they just can't produce good vodka here.
(BTW - never buy Russian or Polish whisky. You'll be disappointed.)
How the proper glass of vodka looks like:

Please note: Outside of the glass you can see ice.