The beverage tasting institute, (the organization that is cited in Grey Goose vodka advertisments) has a website, listing their ratings of beers, ciders, wines, liquors and mixes of all sorts. It's search function reveals that there are a great number of spirits which, although not widely marketed, have tested superior to more expensive and common choices. Nemiroff premium deluxe vodka, for instance, is the second highest rated vodka in tests, despite being under $20 a bottle. I can personally vouch for the quality of this vodka.
Seems not to list all brands, oddly. I found the informational sections very useful earlier today when I had a tequila craving and realized I knew nothing about the stuff.