The idea: I have no idea where this urban legend started, but I've read on countless blogs that running cheap vodka through a water filter will make the vodka taste smoother and burn less. This seemed pretty implausible, but hey, I believe in miracles.
Did it work: Of course not.
The results: The internet has a lot of great ideas. It also has a lot of bad ideas. This falls into the latter category. I bought a bottle of the cheapest vodka I could find and ran it through my Brita filter four times. It tasted like nail polish remover to begin with, and it still tasted like nail polish remover after a few runs through the filter. (Also, my Brita still smells like vodka, so there's that.) Do yourself a favor and just buy the slightly nicer vodka or embrace the crappy stuff.