Absolutely, this is known as drinking it “neat” or “straight” and is a standard practice for many vodka consumers. You can add ice if wished or just drink it as it is. Some people prefer pre-flavored vodka to drink straight, many brands provide such an option that adds interest to the vodka without having to add mixers. For the calorie-conscious, drinking vodka by itself can help to keep the already high (and nutritionally empty) levels of calories in alcohol a little lower.