I've never distilled my own vodka (I think you have to get into all sorts of Customs and Excise registries and things for that) but I do have a fairly simple and foolproof way of flavouring vodka that has never let me down:
Empty a cheap bottle of vodka into a large jar
Add somewhere between half a pound and a pound of sugar - the more you add the stronger the final drink will be, I tend to add more sugar the stronger the flavouring will be
Take your flavourings (I usually do fruit, strawberries are a favourite) and put them in sort of permeable mesh bag (you can use muslin if you feel like it, the toe of an unused pair of tights if you don't) and put that in the jar
Put the lid of the jar and store somewhere warm for about 6 weeks to 2 months, take the jar out once a week and give it a good swirl, mixing everything together but not bashing the fruit up too much.
When your time is up, strain and rebottle then either pour your significant other a drink to make up for the brand-new pair of tights you destroyed or, if they were your own tights, let the tasting begin.
I have six jars on the go at the moment, using the last of the blackberries I picked in the local woods 3-4 weeks ago, should be good for Christmas pressies