I second what has been said about Ardberg, probably not the best entry into the world of Scotch. Many people, myself included, actually never develop a taste for the overly peaty stuff. Aberlour and Balvenie have already been mentioned as good choices for scotch novices. Personally, I would recommend to try Glenrothes or Dalwhinnie. If you find you can't agree with these at all, scotch probably isn't for you.

If you're going to go peaty and smoky, just skip most of the rest and buy a bottle of Lagavulin 16. It's really about the best balanced bottle of smoky Scotch. I've had more expensive bottles that just weren't as good.