Okay—one of my favourite Bourbons is Four Roses Single Barrel Cask Strength. It is a seasonal release, but, I suspect it will be difficult to find. There are ten different mash bills (recipes) and they are all different; this is a nuanced, refined, complex, and layered whisky and a bargain at $90.00 US when you can find it. Knob Creek 12 Year Cask Bourbon is worth finding, along with the Elijah Craig Cask. Prices range from $60.00–100.00 depending on where you are.
Since you like smoking Pirate Kake, you might like smoky Islay whiskies: Laphroaig 10 Year is a solid standard. The regular version is about $60.00 US, the Cask version, about $90.00; Lagavulin 16 and the Distiller's Edition will be in the $100.00–120.00 US range in NY. Ardbeg's Wee Beastie is a young 5 Year, with salinity and iodine notes you can only get with a younger Islay (Lagavulin 8 Year has some of the same notes)—these won't be as smooth as their older brethren. You can't go wrong with any Ardbeg. Ledaig 10 Year is comparable to Laphroaig 10. Anything by Kilchoman is tasty and worth trying (it's one of our faves). Bunnahabhain 12 Year is worthy of mentioning.
The Macallan 12 Year is a Speyside that is smooth; the Benriach can be nice; the Balvenie Double Oak and Week of Peat are tasty. Glen Moray 10 Year is a budget friendly whisky from Speyside with nice apple notes and costs about $30.00 US; we find the more expensive 12 Year harsher than the 10 and much prefer the younger offering.
From Campbelltown: Springbank and Longrow rarely disappoint. Prices vary with age.
Torabhaig from the Isle of Skye is not expensive, but, becoming harder to find and starting to command high prices on the secondary market.
I can recommend many others, but, this might be enough to try to look for for now.
Not a Scotch, but, I must mention that I love Hibiki Blended Japanese whisky. Their entry level Harmony is smooth and refined, about $99.00 US (but, I don't much care for the 17 Year). The 21 Year used to be available for about $200.00, but supply is short and demand is high and will set you back an unfortunate $900.00 per bottle if you can find it—I will say it is extraordinary, with a nose that is almost more complex than it tastes—on the nose, cherry, leather, slight banana, butterscotch, caramel and a tease of clove (not enough to overpower, but, almost a little side note; the taste is very buttery with a tingle on the tip of the tongue; next, a hint of banana and slight cherry. It's very complex and delicate.
I highly recommend Glencairn Whisky glasses (and lids) if you don't have them. They help enhance the nosing and drinking experience as compared to having it in a tumbler. Glencairn also makes the Copita shape (also known as a dock glass) that almost every distiller uses to check their product—it's a great glass, almost more for nosing; the regular Glencairn is better for a relaxed drink and company. I used to buy the lenses to cover the glasses, but, friends keep knocking them off; I've since switched to the ginger lids that have lips and fit the regular glasses on the inside and the Wee glasses on the outside. There are coloured glasses for blind tastings also available that are fun.