Renting your own car is a great tip but make sure you know how to drive a manual transmission. Automatic transmission rental cars are hard to come by (and far more expensive, better to save that money for the premium/precious tours). I'd also recommend a larger engine as the smaller compacts vehicles don't fare as well on that terrain. (we drove from Edinburgh to the Speyside region and had trouble)
As for shipping alcohol, the state laws generally only cover the **** of liqour across state lines. If you buy it and then ship it to yourself, you should be safe. As is the case with anything you read about laws online, double check it.