The main point of drinking on purim is to be drunk. So why did the Rabbis establish the requirement to drink wine? Vodka gets one there faster and cheaper, so it should be preferable to drink it, as Chas Hatorah al mamonam shel yisrael?
We drink wine to remember the miracle. The miracle was about venahafoch hu - whatever the non-Jews wanted to do to us we did to the non-Jews.
One of the things that was supposed to happen to us is "וּשְׁלָלָם לָבוֹז" - take our money and spend it all on booze.
Since a person cannot drink away all his money on cheap vodka, the Rabbis helped us and made us use our money on expensive wine.
Another possibility is that we want to remember the whining that Haman did to his wife about Mordechai (which was the beginning of the miracle).