Macallan is good, but personally I'm an Islay fan. My selection's not all that big- I think I've got 4 bottles. Talisker <something> anniversary, Talisker 10, Caol Isla 12, and Macallan 10 cask strength. I've tried all kinds of stuff at the Scottish Pub around the corner, but keep coming back to the Islay stuff when I pick up a bottle.
I think I like the peat flavor, as my top two favorites are Talisker and Caol Isla. Talisker is peat + smoke, and Caol Isla is just peat all the way.
Young Talisker can be a bit on the rough side... 10yo doesn't go down all that easily sometimes. Well, at least not neat. It smooths out a lot with age though, and the 18 is very nice. Caol Isla on the other hand is pretty smooth for a 12yo.