Grey goose is a must for vodka.
I third this. By far the best vodka I've had, aside from some only-available-in-Russia stuff that DH's friend brings back once in awhile. I use GG for EVERYTHING - it even won the taste test in Cook's Illustrated's blind testing for Vodka sauce, beating out some more expensive brands as well.
I'm also a fan of Beefeater's gin.