Another good question. I feel you can't go wrong with any of the "top shelf" vodkas. Vodka isn't a real expensive alcoholic beverage, but the less it is distilled and filtered, the worse the hangover. The impurities make it worse, as well as the mixers. Stick to a good 20-30 bottle and you should be fine. Crioc, Chopin, Belvedere, whatever you like best.
If you drink too much of anything you will feel it the next day. A couple of years ago, a buddy of mine bought me a bottle of Chopin for a house warming gift. I drank 3/4 of the bottle that night, and felt like crap uintil late afternoon the next day.