There's no right answer to this one, really.
The more you know, the more complicated things seem to get.
I started out liking especially the smoky, strong flavoured ones. Oban, Talisker, the like.
I still like those, pure, or with a bit of water, or with an ice cube. Sometimes a tumbler does the trick, sometimes an oversized cognac glass or even a 'branded' glass seems to be the best fit.
http://www.design42day.com/uploads/2008/11/Cognac-Glass-Rikke-Hagen-2.jpg
fig. 1: not every glass is made equal
Sometimes the glass isn't all about nose, physics, air and the nose-mouth sensations. Sometimes a glass just adds looks and texture that make the taste (and that ice cube you couldn't resist adding) pop out.
http://farm5.static.flickr.com/4070/4249508910_fe8be7baf2.jpg
fig. 2: some glasses are so awesome they haven't changed shape, size or colour in sixty years. (Iittala - Ultima Thule)
Currently, I like 'light' whiskeys.. take Glenmorangie, for example. On a hot day, it goes well with plenty of ice cubes, some Aperol and some lemon juice.
Then there's the affordable option of, say, something like Thamdu. It delivers complex fruity and spicy flavours at a low price.
Then there's the rare and strange stuff... some of which you might only bump into once in per lifetime. If you like whisky and whiskey, I suggest you go to tasting sessions, take part in any promotional event that suits your fancy and find friends that share the passion, as that makes whiskey so much more fun.
'Bourbon' - For years, we always had a gallon bottle of Jack Daniels around. When we stopped drinking Coke/Pepsi/carbonated wee, we somehow also stopped drinking Jack Daniels. Don't get me wrong - it's a good mixer. But, depending on how you drink whiskey, if you mix them or drink them pure or cook with them - you just find the ones that suit the purpose, any given purpose, better than others.
As for drinking pure - I've developed a taste for Japanese Whiskey lately. Nice bottles, good products... and a century of experience, who'd have thunk?