Since my scotch, rum, bourbon neat journey started recently (about a year ago... maybe) I can tell you one thing is certain... if you ever thought the cigar world was overwhelming wait till you get into scotch or whisky (no "e").
Daily drinker for me: JW Black, Macallan 12, Glenmorangie Original are all great daily drinkers for me. In the last few months as I have started tasting more I drink less but I drink better (also a tag line form the Cig Fed podcast). I also learned that pairing scotch with cigars, though popular, is pretty damn hard to get right.
Scotches Ive really enjoyed, own and will sip on just to enjoy: Johnny Blue, Mortlach Rare Old, Hibiki 12, Hibiki Japanese Harmony, Balvenie Caribbean Cask, Dalwhinie Distillers Edition, Glenmoranie Quinta Ruban and Nectar D'Oro and was recently gifted a bottle of Auchenstoshan American Oak.
If you research those most are on the sweeter side or have a sweet/spicy component and very low on peat. I don't like peat but I do like smoke. To me peat gives that antiseptic flavor but a non peat smoke can be awesome. I get that wood smoke flavor form the JW Blue and a bit for the Dalwhinnie and Mac 12 mentioned above.
There are many many others I have sampled and due to availability I just don't grab them. I feel like I can go to the grocery store and grab a bottle of Macallan or Glenfiidch (both are excellent) any time so my money seems to go to the pricier (I try to buy it on sale) or more HTF libations.
I can also tell you that no matter what anyone else says you just need to taste and make notes as you go. It will guide you on your journey and help you find the ones you like. Every so often go back and have one you didn't like, you'd be surprised at how your palate changes over time and what you once hated you may enjoy.
You will also find that within a lineage of scotch (say Mcallan) you will have a 10,12,15,18 etc.... you'd expect that they just get smoother the older they are and that is NOT the case. Its the norm but there are also flavor nuances that come into play that play a huge role in the finished product.
Then you get into multiple barrel aging and/or finish aging in other types of barely. Balvenie Caribbean Cask is Rum barrel finished so it carries a slight sweetness similar to rum. This makes it a nice pairing for Cigars but I wish it was a little smoother as the finish is long on that one.
Three component to think about when tasting or taking notes...
Nose - what does your sniffer pick up.
Palate - whats does your taster taste.
Finish - how does it end and how long does it last.
You will find that the move also changes if you add a few drops of water. This is another debate. Man... drink your booze the way you like to but if you are tasting try it both ways.
When all is said and done I would suggest drinking no more than a couple varieties at a sitting (assuming you are doing it to try new whisky's) and take notes as best as you can. There are no wrong words to use as long as you know what you mean.
I like to go to sites with professional reviews after making my notes to see how on/off my nose and palate are. It helps me when I need to explain to someone else what I like or don't like when looking to buy a new bottle.
...and when all is said and done... ENJOY!
I don't know if this is allowed but I ran across a couple good sites for tasting sizes. They aren't cheap but you get to try.
Masterofmalt (great reviews here too)
Flavia (this is something I found on FB and seems to be a subscription based thing).
just had a look on whiskey .com pretty informative place. Feel more confident already . Now let the tasting begin !!! 
free scotch for me what say twice a week to start Hahahaha 
