A while back I read an interesting sidebar in Men’s Health (sorry, can’t find an online link) highlighting recent clinical studies purporting to show that drinking premium spirits reduces the impact of hangover.
The logic is sound, and has actually been justified with real science. The short version is that the fermentation or distillation process breaks down alcohol such that other chemicals — benzene, formaldehyde, etc. — result; a hangover is partially the body’s attempt to cleanse itself of these harsh chemicals. Premium spirits, because they undergo extra purification or added distillation cycles, contain fewer of these harmful hangover-causing chemicals.
Thus, it’s reasonable that someone who buys Five O’Clock Vodka will feel worse the next morning than someone who consumes an equal amount of Grey Goose or Skyy.
Moral of the story: It may not be much, but you will probably have a slight reduction in the impact of a hangover if you favor premium spirits over their low-budget alternatives.