all good suggestions so far.. the Monkey Shoulder is a blend tho..
The Laphroaig Quarter Cask is VERY special!
Highland Park, Bruichladdich, and Lagavulin are up there with the Laphroaig. There aren't really any bad ones!!
If you're worried about buying something too peaty or pungent then 15 or 18 year old bottlings from the big names like Glenmorangie, Glenfiddich and Glenlivet are well worth the money, with the added bonus that they're "easy" drinkers so they wont offend the palate. Plus there's usually one of them on offer in Booths or Sainsburys..
Edradour (Scotland's "smallest" distillery) is worth looking for but you may have to find a specialist like oddbins to get it.