The short answer is yes, all distilled spirits are gluten free, even if they are made with wheat.
How is this possible? When an alcohol is distilled, proteins from the starting materials that provided the starch or sugar are removed in the distillation process. Therefore, all pure distilled spirits - vodka, gin, whisky, brandy, rum, and tequila - are gluten free. Even for those people who say, "but I'm really allergic to gluten."
Still skeptical? Here's a link to the National Celiac Association.