Can you ask her for me: do high priced vodkas taste, on average, nicer than cheaper ones?

In wine I think that is not the case, at least in personal experience, and I believe research agrees with me though don't have sources for that. Champagne less so... I do prefer more expensive for that.

Whisky (single malt scotch, to be precise) I do think that on average, more expensive is nicer. Not to the extent that I would always buy more expensive if I don't know two bottles, and there are plenty of examples of cheaper being better (some of my favourites are in the £40-£60 range), but the higher end of the price range opens up some fantastic drinks as well, and typically the 5-10 bottles I have at home will range from £40 up to £500, because I personally think some are worth that. Whereas I'd never go that high with wine, unless I wanted to drink it purely for the sake of drinking something expensive. (Of course, a bottle of scotch lasts longer than a bottle of wine, but.. I'd never spend £60 on a bottle of wine at shop cost, and most of the time drink £5-£20 bottles.)

Vodka is a pretty unique beast with respect to alcohols. It's defined as 'colorless, odorless, and tasteless' alcohol. While the tasteless part is not necessarily true, other alcohols are specifically designed for taste, which means that the different tastes of wine, whiskey, tequila, etc., are important aspects and can require more time and cost to make - and thusly cost more.

Bottom shelf tequila is bad, no blind taste test is going to prove otherwise. However, if you are just going to be mixing it into a margarita to get people lubricated, it's probably fine.

Whiskey is generally just drank chilled over ice or stones (or nothing), so flavor matters greatly.

While that's what vodka is often thought of, most people (of people I know, 100%) who have tried vodka at least once will say that they dislike the taste of either some or all vodkas. And there are certainly vodkas that I like the taste of (though admittedly, not enough that it's a drink of choice for me). Most of the time that I drink vodka now it would be with an energy drink, and in that mix I can still like or dislike the vodka. But generally I won't care too much after a few drinks, and if I'm drinking vodka redbulls then chances are the first few drinks will flow quickly.

Whisky, like vodka, if mixed (say a whisky and coke) is very noticeable what the taste is - though I'm not a fan of this at all, as I consider it a waste of whisky if it's good, and an inferior drink to other mixers if it isn't.

Have to say that when drinking cocktails (as opposed to mixers) I've never paid too much attention to the specifics of the spirits in them.