I made a batch of homemade Kahlua recently (like you do when you have a commercial espresso machine sitting on your kitchen counter). Had more than one person ask me for the recipe. Information wants to be free, right? Besides, I found the original recipe which is my starting point online anyway.
Let's talk for a minute about coffee selection. Fresh is important. Good quality is important. Not over-roasted or burnt is important. But going for some kind of exotic single-varietal is unlikely to be worth your time since the sugar gets on top of the subtleties of the underlying coffee.
I use King Street Coffee's "house blend", which is what they use for espresso there. Under the covers, it's from Lone Oak Coffee Company in Winchester, where the head roaster, Sam Kayser, has earned several awards, both regional and national.
Measure out five cups of sugar into an ample-sized container. Your yield is going to be a hair over three litres. We have a pitcher that I like using for this but couldn't find it so I used a big stainless steel pot instead.
Measure out the coffee for, and pull, 20 double shots of espresso. I use a 21 gram basket with a naked portafilter and 20 grams of coffee in it, but that's probably needless detail and you no doubt have your own ideas of how this should work based on bean selection, machine, etc. You should be pulling the shots to the same standard as if you were going to drink them straight. In other words, channeling, gushing, etc - anything that would cause you to discard the shot if you were going to serve it to someone, should likewise cause you to dump it into the sink rather than into the pot with the sugar.
Try your best, but you will not manage to get all the sugar to dissolve in just 20 double espressos.
Now it's time for the vodka. The recipe is developed to consume an entire handle (1.75L) of Smirnoff Red (80 proof), because I have no particular use for a partial bottle of vodka lying around. Feel free to substitute whatever your favorite brand of vodka is; I don't fancy myself an expert in neutral grain spirits.
Add the bottle of vodka in thirds. Stir until the sugar is completely dissolved. Add some of your favorite vanilla extract. We use the glycerin-based Simply Organic Madagascar Vanilla Flavoring from our local hippie-chow market. The amount to add is open to some interpretation; I think it usually is 2-3 tablespoons but I don't keep close track.
Stir thoroughly and bottle promptly. I've been using 500ml "hermetic" glass bottles from The Container Store but that was mainly informed by previously getting tasty alcoholic gifts in same.
Yield is six bottles plus a small drink for the barista. 23% ABV.