If you are drinking vodka in Moscow - never buy Stoly. You can get a bottle of fake poison. Just try almost anything that is over 80-100 rubles ($3-4) per halflitre, and enjoy.
Worst drink ever - cheap fake porto, like "three axes" ("777") or "Kavkaz". Now they make it from hydratated spirit, tap water and candies. If you want some decent strong wine - get Crimean staff from Ukraine.
Oh, forgot about fake brandies. They used to make them from hydratated spirit, tap water, boiled onions for colour and vanillin for "flavour".