I have found a very cheap, very good single malt Highland Scotch at Trader Joe's. It's a 10 yr old under their own label, but for about $20 - one of the best deals I've found. Very pleasant Scotch - I highly recommend it!

I'm really hooked on Dalmore. I have a bottle of King Alexander I occasionally dip into, but generally enjoy their 18 yr. Also picked up a couple of bottles of Dalwhinnie - also a bit of a favorite of mine.