There's an easy answer as to why you get different flavours but firstly I've always though that the best glass to drink whisky from was a crystal tumbler but that's for pleasure.
If you're talking about smelling and tasting the whisky to understand the flavours and aromas then the glass to use would be a copita style glass of around 6 ounces [18 ctl] but any tulip shaped glass of this size would be ideal. The reason behind this is that you need half the height of the glass empty to give room for the aroma to develop [the headspace] and the width of the opening should only be large enough to fit your nose, if it's too wide then you take too much air with each sniff. If the glasses are diferent sizes then there is a marked difference in the flavours that you pick up so it's better to always stay with the same 2 or 3 glasses of exactly the same size and shape.
Last thing, remember that the professionals seem to always try straight and then with some water so leave enough space and don't fill the glass to high.