Here's another vote for Islay malt and Laphroaig. Fantastic stuff.

edit: also, Caol Ila. Lovely stuff.

I love the Islay single malts I've tried, Lagavulin has gotten unreasonably expensive lately.

I have enjoyed Bowmore recently, it seemed to go really well with a cheese & apples snack I was having at the time. I normally wouldn't have imagined you could pair whisky with food, but I wasn't as crazy about it until I discovered that.

Despite what aluinie said, I recommend having a very cold, very pure glass of water on the side. Don't mix it in the glass, 'cause if you get the ratios wrong, you'll ruin something beautiful :) A sip of whisky, then have a sip of water and see if/how it brings out the aroma. If that doesn't do it for you, set the water aside and drink it later! This is important especially for "cask strength" whiskies, which are super powerful.