Yes, you can concoct your own coffee-flavored liqueur (dare I say Kahlua) at home. All it takes is cheap vodka, expensive vanilla beans, sugar, and a couple weeks of steeping and, voila, you're done. I used this recipe. I was a little skeptical about the fact that it called for instant coffee (I used the still-sketch instant espresso,) however the final result is delicious. Just add milk and a couple ice cubes and go plop yourself down in front of The Big Lebowski. I'll make it with cool brew some other time just to compare. My curiosity is killing me!
P.S. I'm doing this to arm myself with something to bring to whatever future potluck arises. Somehow I always end up short on time to make things for actual events and can't always just show up with a bottle of wine.