Biggest differences I see are between grain and potato based. I love rye base vodka. It has a sutle sweetness and almost oily mouth feel. I go for Sobieski most of the time.
Vodka for some reason has always made me nauseated and it often did result in vomiting. None of the other alcohols have ever made me nauseated or nor made me puke, not even in high, undiluted amounts. So I realized if I do want to get drunk, I cannot go wrong with whiskey.
Whisky will typically give you a worse experience the day after.
High-grade vodka is about producing a product free of impurities for the cleanest possible flavour. High-grade whisky is about capturing as many impurities as possible (particularly wood and peat) for a more complex flavour.
For mixing, definitely. If you're drinking it straight, the subtle complexity of a good vodka is nice.