I have to disagree with some - if you want the best flavour and smoothness, ditch the blends. Sure, there are some good blends that make a fine drink after work, but if you really want the true flavour of Scotch, it has to be single malt. It's like fine wine vs. grocery store wine, IMO.
Lagavulin is always a top, nice and peaty, smooth, but expensive. I think Laphroaig is the best value out there, but then again I love it very peaty. Some don't. Most of the "glen"s are the lower end of the scale. Not bad, but not the best. Dalwhinnie is another personal favourite.
Best bet is to find a good liquor store that does sampling. Bring $20 and a ride home