I'm with oyvindmo, whiskey is like wine in there are so many varieties and I tend to enjoy most if they aren't to cheap. I prefer to buy anything that is 12 year or older, and love most of the sherry cask versions of the different scotches.
Some of my current favorites in the cupboard (Scotch and Whiskey):
Glenrothes Sherry Cask Reserve
Glenmorangie Quinta Ruban
Dalmore 15yr and 12yr
Tullamore Dew Trilogy
Tullamore Dew 12
Knob Creek Single Barrel
TX Whiskey and TX Bourbon (I'm in Texas)
I'm sure there are a couple more up there, but whiskey/scotch is kind of like my pinballs. Sometimes I can't remember exactly which ones I have