Originally Posted by Bourke

Bourbon is gut rot, and not a true whiskey.
Johnny Walker is absolute pig swill. Their "premium labels" are for idiots with more money than taste. Same goes for all blends (ok, maybe ALMOST all blends)
Men with taste drink single malt Scotch. I prefer an Islay whiskey over anything else but there are some really nice Speysides as well. If you like peaty, smokey flavours then go for something like a Laphroig as a good entry point. If that's too heavy for you Caol Ila make some excellent stuff, still peaty and smokey but much lighter, almost fruity. A lot of the Islay distillers (and a lot of the mainland distillers as well) have been messing around with used sherry casks, wine casks, bourbon barrels etc to impart new flavours and these are definitely worth looking into. The lighter Islay's part aged in sherry casks are almost always incredible.
Remember- any liqour you have to mix is clearly rubbish. Whiskey should be drunk on the rocks or with a little water. If it rips your throat out drinking it like that, or the taste is unbearable, it's shitty.
My cupboard currently has a Laphroig, an Ardbeg, A Talisker (the Dark and Stormy, which is fucking delightful), A Spey River, A Dewars and a Highland Park which has sat relatively untouched for ages. Someone gave it to me as a gift. Mostly very reasonably priced, entry point type stuff and I highly recommend all of them except the Highland Park and the Dewars which is ok. I'd also recommend Bunnahaibahn (sp?), Bruichladdich (the classic "Laddy" is another really good entry point for an unpeated Islay), Caol Ila.... and too many more to even name.
Honestly, the best thing to do is find a whiskey bar with a huge Scotch selection and visit a number of times, chat to the staff and zero in on what you like through trial and error.