Alcohol is alcohol. Obviously different impurities and methods of preparation and distillation will have their own effects, most notably severity of hangovers. For example, a pint of top-shelf vodka will not produce as severe a hangover as an equal amount of mediocre dark rum.
If anything, the differences are subtle or negligible, as far as 'drunks' or highs are concerned. Mostly people are talking about differing amounts of alcohol. When they say 'vodka makes me blackout' they fail to realize they're simply drinking more alcohol than their usual, more strongly flavored bourbon. Tequila doesn't get you 'higher' than whiskey, you just drink it faster. Wine doesn't make you more 'mellow' than gin, it's just not as alcoholic.
One can't draw any conclusions until amounts of alcohol consumed are equal. If six ounces of eighty proof tequila has a different effect on you than six ounces of eighty proof vodka taken in the same amount of time, I call bullshit. Thing is, no one pays attention to that sort of thing. It's just 'tequila fucks me up, bro'. No shit, you drank the whole bottle, fucktard.