Scotch--many are very good (& expensive!) I like Lagavulin, Laphroaig, Talisker, Oban
Good man!
Black Swan: Scotch whisky does not have the same type of alkaloid mess-up for people like gin or ouzo does. Of course, if you drink a fifth of anything, then you will argue with God, even if you don't believe in (it).
Anyway, single malt Scotch is, to me, the best of all hard liquor. They generally vary by region. Islay (Lagavulin, Laphroaig, Caol Ila) and Skye (Talisker) malts are generally heavily flavored with native peat smoke. Of the ones Hosh mentioned, Lagavulin is probably the smokiest. Yummy, but not for the faint of heart.
Other regional malts (e.g., Highland, Lowland) have much less, if any, peat smoke. They taste rather bland to me, as I prefer the peat smoke. But there are some good ones that won't break the bank. One is a Speyside Highland distillery called The Balvenie. They make a 12-year old double wood (traditional oak followed by sherry wood casks) that reeks and tastes of honey and is fabulous.
This brings up aging. Most better scotch is at least 10 years aged in wood. Most distilleries produce multiple agings, and these can vary simply by age and complexity in similar woods, or because the woods used may vary. In general, the longer the aging, the more mellow and smooth the flavor, but a Lagavulin is going to be damn heady no matter how old. Keep in mind that, unlike wine, the time spent in the wood is all that matters. A ten-year aged scotch that is 200 years old is still a 10-year-old scotch.