For me, the standard is The Macallan (despite the pretenious Ohio State usage of the leading article). Something about whisky (not to be confused with whiskey) aged in sherry casks, eh?
A group of us hardcores have what we call "the Macallan rule" which is that a shot (neat, as you say), should never cost more than a dollar per year. Outside of the big cities, you can certainly still find 12-year-old for 12 or less, but 18 basically jumped the shark to 30-plus a few years back.
Great track-related story (well, relatively speaking). Two years ago at the NCAA, staying at the Sheraton West Des Moines we were thrilled to find Mac 12 for only $9.50. When the bill came, there was a line item for "no ice" with a $1.50 surcharge, so it was actually $11.
The concept is that they pour to X-line in the glass, and if there's no ice, you get more Scotch!