Great advice. Unfortunately it is my wallet that prevents me from sampling too many whiskies in one sitting, not my palate.
Even though this is a single malt forum, don't be afraid to try quality blended scotch. It is a great way to familiarize yourself with flavors and nuances at a lower price. Not to mention, it's a lot easier to find a Johnnie Walker Black in the bar than most obscure single malts you've been wanting to try.