The first trick to a proper martini, regardless of Vodka or Gin, is to not freeze or refrigerate the liquor. This goes with all liquor. Most drinks, especially martini's, were created using room temperature liquor. This allows the proper amount of ice to melt into the liquor. If you notice bars don't keep their liquor in the freezer. ;-)
Another trick is to buy cheap ass Vodka and then run it through a Brita pitcher twice. You won't be able to tell the difference between the crap and the expensive stuff except for the extra money in your wallet.