if you're going to mix it with coke or anything apart from water ... then get the cheapest whisky on offer.

Taste wise to me :

JW Black - peaty (smokey flavour)
Glenlivet 12 - sweet
Macallan 12 - smooth (ie: no after taste)

Where are you flying in from ? If Singapore then it's cheaper to get in Changi. Bonus is you get purchase 1 bottle at departure airport, and 1 or 2 bottles during arrival in M'sia, depending on your travel duration.