Dollar for dollar, there's probably no better value in Scotland than a GlenDronach 15, and you really can't go wrong with any GlenDronach, from 12 to 23, with an age statement.
Aberlour A'bunadh is Aberlour's no-age-statement high-cask-flavor expression and it's pretty cheap (like $50?). If you buy it and really like it, there's a whole world of wine-casked Speysides you can go explore.
I am a fiend for cask-y Speysides but I haven't really liked any of the Balvenie stuff (even though Balvenie is one of the cooler distilleries).
I'm working my way through a Tamdhu NAS Special Edition which I'm liking a lot, so our tastes may be similar.
If you're less into sweetness and wineyness and fruitiness and more into grain character, I like Springbank a lot.
The good news about American whiskey is that spending money on it is the wrong approach. The right thing to do with American whiskey is to buy bottom-shelf bourbon and rye, preferably from brands that have a bottled-in-bond expression of whatever it is you're buying (or just buy the bonded expression itself if you can get it). So: Very Old Barton, Heaven Hill, Old Granddad, and Old Forester. These are, like, $30 bottles. Also buy a Four Roses and a Wild Turkey.
Don't buy premium-priced American whiskey until you've tried enough "cheap" whiskey to know what you liked and (importantly) don't like. You can live on the bottom shelf of bourbon and be a happy drinker for a long time, and you get snob points for appreciating a cheap Heaven Hill while "hipsters" pay $60 for an "artisanal" "craft whiskey" that is really just a bottling of MGPI.
Later
A lay-up pick in your price range is Redbreast Lustau, a sherry-casked Irish whiskey. Over-the-top wine notes on top of an already super drinkable whiskey.
Man.. It really comes down to preference. I find Old Pulteney 12yo to be one of the best values out there (I prefer the 17yo, but it is for sure more pricey).
The annoying way I look at it is that if I'm going to pay 3x as much as I pay for VOB to get a scotch, I want something more interesting than a nicely balanced whiskey with some spice and some caramel notes. That's all well and good, but I can get that from Four Roses.
But one thing I cannot get from American whiskey is nicely balanced whiskey with powerful wine notes. As a rule, American whiskeys are aged for a relatively short time in new oak, and Scotch is aged for a long time in used barrels. So Scotch distillers are experts at imparting flavors from different casks, and that's kind of what I'm paying for.
That, or I'm paying for smoke and phenols and brine, which I'm sometimes in the mood for, but mostly I avoid.
I tend to not like heavily sherried Scotches (sherry-bombs), preferring oak, smoke, peat, brine, and nutty flavors. Sounds like you enjoy the wine/sherry though. Luckily there are plety of options out there for both of us.
Sláinte!
That said, drink a bunch of cheap whiskey. Basically all American whiskey can be found in cheap expressions that capture the things that you like. Learning that you prefer Wild Turkey to Four Roses (for instance) gives you information to move up the price board.
I do feel that many of the brands are priced by pure marketing (ie whistle pig). But some are quite good.
FYI some of the high West varieties are MGP product mixed with High West own distilled product.
Lagavulin 16 - I hadn't had much scotch before I tried it. Very confusing, as I initially didn't like the peat, but was more and more intrigued by the same thing that turned me off to it. Kind of the same experience I had with IPAs.
Tamdhu - I really liked this one. Felt easy to drink, familiar, and comforting.
Balvenie Caribbean Cask - Pretty bad. The rum notes made me feel nauseous.
High West Double Rye - Really good. "Fresh" for lack of a better word (but I had a second bottle years later that was horrible so who knows).
Pappy 15/20 (before they became $$$) - I thought the 20 was okay. Tasted like a mellowed out Buffalo Trace. Really liked the 15--flavorful, hot, and just the right amount of sweet.