I'm partial to most of the Islay malts with particular favourites being Ardbeg and Lagavuilin. I also quite like the Balvenies is I'm going for something smoother. As a true Scot I'll be shot for saying this but the Japanese Yamazaki whisky is also really nice if you want something smooth rather than peaty. It's the only one of my (vast) collection of whisky my mate will drink.
All should be drunk neat, no ice, and room temperature of course!
Balvenie is really good, and that's the proper way to enjoy scotch!
I was at a ranch not too long back, enjoying a scotch after some firearms fun, and to my horror everyone was loading down their glasses with ice! They'd get a glass, load it with ice, sip on it till it became a watery mess, dump that out and refill. Such a waste of fine liquor.
It's hard for me to say to each their own on this one. You can't taste it chilled, you can't taste it watered down, and if you don't like the taste of scotch, don't drink it! There are cheaper alternatives you won't taste.