Until I Realized That Only All Russians Knew It: Keep vodka in the freezer. That way you don't have to shake your vodka martinis with ice (especially if the mixer is already cold), or otherwise dilute good vodka with mere voda (water).

The same principle likely applies to other hard liquor which people like to drink or mix ice cold, though I can't speak about this with the same familiarity that I can about vodka.