Grappa is traditionally made from the lees of wine. That's usually the stuff in the bottom of the barrel that's a little too gamey for the wine. But the distillation process makes the end result practically indistinguishable from grappa made from wine itself. Also in the Grappa group is the french Marc.
Cheap liquor is by definition bad.
Sambuca belongs to the anisette class.
Also in this group are pastis (southern french) and ouzo. Like everything else, cheap anisette is foul stuff indeed.
The best way to get to know anisette is wait for a bloody hot day, then get yourself a tall glass. Fill it with ice, and pour in a healthy amount of anisette at the bottom. Then add mineral water.
Whatever you do, do not drink something called a "Bazooka" (Baileys and Sambuca). Come to think of it, anything with Baileys in it is a girl drink.
Lady Di's chauffeur was a pastis drinker.
Aquavit is based on the caraway seed, and is best consumed cold. Makes a pretty good martini.