Macallan 12yr is the quintessential "sherried" whisky. Its not the best, but it is the most prolific (the Mac 18yr sherried is a classic, but pretty pricey!). Other sherried whiskies include Aberlour 12yr/16yr, Glenfarclas (the 15yr is my favorite), Balvenie 12yr Doublewood and others.
Highland Park 12yr is a stand-out that deserves tasting. It is unlike others, so there really are no comparisons.
At some point you will want to taste an Islay whisky. The big names are Laphroaig, Ardbeg, and Lagavulin. For gentler Islays, look for Bruichladdich or Bunnahabhain. You can start with one of these, and move on to others if you like the first.
For a "full-strength" whisky, try out the Aberlour A'Bunadh. It is a cask strength whisky matured 100% in ex-sherry butts. Macallan Cask Strength is a similar whisky, and either one would give you a chance to taste a big, powerful whisky.
I might also recommend Glenlivet 15yr French Oak. It is much different than the Glenfiddich expressions as well as the sherried whiskies.
Other classics would include Talisker 10yr (pepper & spice), Glenlivet 12yr (smooth & malty), and Balvenie 15yr Single Barrel (big & bold).
That should keep you busy for a while...