To expand a bit on what's been said:
There are three types of Scotch whisky, these being blended, single malt and single cask.
Blended will contain many different whiskies from different distilleries, each adding something to the flavour or character of the finished product. They may contain malt or grain whiskies, however malt whiskies may only contain whisky distilled from malted barley.
Single malt will contain multiple casks from the same distillery. When the malt is ready to be bottled, the master distiller will "marry" several casks together to make the finished product, and it will be a consistent product. Any 10 year old from the same distillery will taste the same, irrespective of when it was bottled, the blend of casks used ensures this.
Finally, single cask - the dog's ******** of whiskies. Single cask will be made with only a single cask of whisky. As every cask is slightly different, using slightly different wood that holds and imparts flavours differently, every cask will be different. I have a 12 year old Macallan bottled at cask strength, it tastes nothing like the finished single malt, but that's partly why I like it.
Then there is the filtering of the whisky. In most blends or single malts, the whisky will be chilled to almost freezing, and a filter used to remove any impurities. This can affect the character of the whisky, it takes out some of the oils and reduces the mouthfeel of the whisky. If you've had a non-chill-filtered whisky, you'll be able to feel the difference in the slightly oily consistency, and you'll see the whisky go slightly cloudy when you add a touch of water.
In terms of what to buy, go to
www.smws.com and pick up a hand-filtered single cask example. Truly one of a kind stuff, when the cask is finished you'll never experience any whisky like that again.
There are several distinct Scotch regions, but it all depends to what level you wish to pigeonhole your distilleries. Most commonly, Highland, Island, Islay, Speyside and Lowland are used, but occasionally West Highland, East Highland/Grampian and Campbeltown are found. You'll find that some Speysides may taste like Highlands, or a Lowland like an early Speyside - it's mostly all personal preference as to what he likes.
al