Vodka - what makes one better then another?

Total Vodka novice here ...

Various brands of Vodka make a big deal out of removing impurities and being extremely "pure". Doesn't this remove a lot of flavor? Then there is the issue of serving them very cold. Doesn't this also kill flavor?

Is Vodka really meant to be just a mixer for alcohol content or a sort of an "Everclear" mixer without the harshness?

What brands of Vodka would make for a good tasting experience to sample the range of what Vodka has to offer?

Thanks!