Recommendations Please
 

Long time cognac drinker starting to convert to Single Malts. It seems like smooth/not hot/burning single malts can be had for cheaper than comparable cognacs. IMHO anyways.

My recent scotch history
Glenlivet 12 - horrible, three drinks and I was done with the bottle, just too strong like a cheap drunk's drink to me
Glenfiddich 15 - a step up but still strong and not very smooth, I could discern some decent flavors out of it though, bottle was just finished last night
Macallan 18 yr Sherry - the smoothest so far, just a slight tingle of flavors
Balvenie 21 Portwood - has the most flavors so far, sizzles like rock pops on the tongue, a little hot on the sides of the mouth though but well worth it for the all the sensations you get when drinking it

I would like to stay under the $250 price range, cheaper is better but not at the cost of smoothness as I would like to be able to enjoy Scotch and not wince, otherwise I'd drink VSOP Cognac or Crown!

Recommendations for a considerable step up from Glenfiddich 15 would be nice. The next two I'm planning on trying are the Macallan Cask Strength and Balvenie Doublewood.

You're not ready for cask strength. It hits like a ton of bricks and coomands attention.

Try Aberlour 18. VERY smooth. In fact, I think it is too smooth. I prefer the 16 for this reason.

Auchentoshan Three Wood is very smooth, and deliciously sherried. Worth a try, and its cheaper than Mac 18 ($150) and Aberlour 18 ($100).

The Macallan cask strength discontinued. If you want to try it out, it's now or never. I really like it. :(
I've gone with the Aberlour A'bunadh instead. You can always temper it with a splash of good water.
You might like the Great King Street blend from Compass Box. It's a boutique blend for the aficionados, not the usual mass produced swill. Super smooth, tasty, affordable.

I'll make another oddball recommendation for you.
Yamazaki 18. It's only about $130. Very smooth, complex and subtly different from Scottish single malt. It's been a favorite of mine for a couple years. Definitely not too hot and spirity. If be surprised if you didn't like it, and I guarantee you that you won't be dumping it out.
While you're ordering that, pick up a bottle of Hibiki 12 for fun, it's a Japanese blended whisky. You'll be amazed at how good and complex a $50 blend can be. Nothing like the Scottish blends. The Japanese grain alcohol is much smoother and floral. I suspect you'll like it's sweetness.

Thanks guys.

I did try the Macallan Cask Strength and it was smooth and not hot, but the flavors were too subtle for me.

I've tried both the Hibiki 17 and 12, with a strong preference for the 12, although I definitely liked the older version as well.
Taketsuru 12 is supposed to be available soon and the 17 year version took best blend in the world for 2012.