[{OF}Flying_Dutchman]

Ahhhhh my favorite subject.

I recommend:

Macallan (12)
Dalwhinnie (15)
Johnny Walker (from cheap to expensive: Red, Black, Green, Blue) (all of these are blends though)
Balvenie Double Wood (12)

There are some cheaper single malts out there worth trying:
McClelland's (highland or Islay) should be about $25/bottle
Speyburn. (not my fav but not bad)

I really like the peaty Islay flavors the best.

My personal favorite: Lagavulin (16). It's hard to find and about $75 a bottle but sooooooo good.

I recommend you buy a good book to read up on it:

Whiskey, a definite World Guide by Michael Jackson (no not the singer). Really helped me and a fun browsing book.