It depends on each person. I often mix beer, alcohol, and wine through out the night. I never have any problems. Some of my friends would die if they tried that again.
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Rule of thumb: Don't mix light and dark liquors Beer before liquor, never sicker. Water goes with everything, drink it often and between drinks. Don't drink and drive. Don't let anyone touch your drink. If you don't know how to mix drinks, and for some reason you can't depend on your friends (?) then don't. Stick with simple things. Coke and rum, cranberry and vodka, etc. Should be quite obvious. Though nothing is more entertaining than watching nubs think they know how to drink but end up stupid drunk/a blithering mess. Keep that in mind.
I don't know why you would want to mix vodka and wine, but it won't hurt you. DO NOT mix Alcohol and Red Bull, or Caffeine drinks!!! That can really mess you up, like 911 messed up!! My Grandfather used to say 'when you drink, stay on the same horse, all night, and don't switch. Before you go to bed, be sure the Horse has had some water!!!' Meaning, stay with one kind of drink, and don't mix it up!! Have a big glass of water before bed, and it helps...
Generally you mix alcohol with something non-alcoholic like fruit juice or soft drinks. If you're making cocktails then i suggest you follow the tried and tested recipes because it takes a lot of tasting and skill to come up with new ones (someone known as a mixologist).
That's just a vodka martini or depending on the wine you use a vodka punch. No it won't get you "really drunk" , not any drunker than vodka alone anyway. It's an acquired taste, let me just put it that way. What you don't want to do is mix vodka with carbonated stuff , before you know it you'll be making out with the floor.
Please be responsible and be safe. But beer before liquor never sicker, liquor before beer all clear. Wine and vodka is gonna be nasty tho. Try pop or orange juice just make sure uou keep track of how much you're drinking alcohol wise. Keep hydrated and eat food too.