Alcohol, the by-product of fermentation, is much more than just ethanol, though that is the main component. There are a whole galaxy of other compounds in there produced by the yeast during fermentation, including acetone, ethyl acetate, methanol, propanols, dozens of esters, and much more. These only occur in small quantities, often just a few parts-per-million, but they can have very disproportionate effects on flavour and on the damage it does to you the next day.
Some of the esters in particular are desirable in flavoured spirits, such as whiskey, rum and brandy, as they are important in giving those spirits their flavours. While some of the other components are just bloody awful for you, such as acetone, ethyl acetate, methanol, and propanols. It is these (especially ethyl acetate) that are the main culprit for hangovers. (Although if you drink enough plain ethanol - aka vodka - it will still hurt you!)
(This is not including anything that is later added, like sulphur based preservatives in wines, which are a whole problem on their own.)
For our purposes beverage alcohols can be divided into two groups, distilled and non-distilled.
Non distilled drinks contain all the above compounds, in various proportions, depending on the stock feed for the fermentation, the yeast strain used, and a bunch of other factors, like fermentation temperature, etc.
Distilled alcohol is quite different. The whole point of distilling is the ability to select which of those components you want, potentially to a very high level of concentration and purity. For a start the acetone, ethyl acetate, methanol, and propanols, etc, can be and usually are more-or-less entirely removed during distillation and discarded (or sold to industry as solvents, etc), and the esters are profiled to suit the spirit (if it is a flavoured one).
It is a bit more complicated than that, but there is no need to get into deeper explanations here. The important point is that if you wish to drink then good quality vodka is the least damaging drink on offer (for the equivalent amount of ethanol, of course). The worst drink is probably apple based non distilled stuff like cider and applejack, etc, they have a well earned reputation for vicious hangovers.
I generally find any good quality spirit in the mid-upper quality range, is way easier on me than beer or wine. I don't drink wine at all, and very rarely beer. I do drink spirits regularly & moderately. However, I still don't drink a lot, certainly less than the average Australian, though that is not necessarily saying much!
I do realise that spirits are not to everybody's taste, but them's the basic chemical facts about booze and you.