Interesting question! And the answer is - it depends upon how hard-core you want to be about it.
In the accompanying photo, you'll see a standard bucket on the left. In the center is a Scotch single-malt glass I bought at the Old Pulteney distillary in Wick, way up north in Scotland, a couple of years ago. I've noticed that in Scotland, at least, this style of container is used a lot, and it's big enough to contain the "wee dram" and the bit of water that the serious malt drinkers there add to it. On the right is a small crystal tumbler - stil with enough space for a splash of water - that I bought at the Glenmorangie distillery, which is just outside a town called Tain, not all that far from Wick. I think it's the exception, rather than the rule, but that's what they drink Glenmorangie from - at least there.
For me, if it's a blend that doesn't much matter - Dewar's, for example, I use the bucket. If it's a good single-malt, Highland Park, or something of that ilk, I use the middle glass. But that's just me.
