Aged spirits such as whiskey and rum gain a lot of their flavor from their barrel, climate, and location, so different brands have significantly different flavors. A lot of what you taste in these types of spirits can be called 'impurities.' Most of the vodka we get in the west is heavily filtered and repeatedly distilled to remove all that until you essentially have alcohol, water and a bit of sugar. Vodka pretty much tastes like vodka no matter what shape the bottle is.
I have to tip my hat to Grey Goose for masterfully exploiting hipsters, though.
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