Dan, unfortunately for the smoothness of a good single malt, you do have to pay. Glenfiddich is kind of the Ford of single malts, and what you really want is a nice BMW, or preferably an Aston or Rolls

It's adequate, and better than blends, but still pretty garden-variety.
IMHO, the absolute best value for single malts is Laphroiag. It runs about $60 here in Ontario, so should be at least 20% cheaper or so in the states. It's full of wonderful peaty aroma and flavour and goes down very nicely. Not as smooth as some of the better brands, but still quite good.
If you can, find a high end liquor store that does single malt tastings. It's difficult here because of our inane liquor laws, but some of the better liquor stores do them occasionally. It's usually a dollar or two per sample, some as much as 5, but you can sample at least 5 or 6 before your taste senses get overloaded and they start to all taste the same (let alone your head getting loaded!).
Better yet, do a scotch tour of Scotland!