There is no true rule of thumb when drinking whisky but there are a few things to keep in mind to make the experience a lot more enjoyable. It should be pointed out that if the general rule of thumb is not observed there is still no reason not to enjoy this wonderful spirit.
You should never put ice in a great dram as it kills the taste and aroma, however, some do prefer it this way. The glass that is originally designed to accept a fine malt whisky is very wide at the top and gently slopes in for the very reason of not comfortably accepting a bed of ice, as the intention is to steer away from this practice. This glass is by most called a tumbler.
When purchasing great malt the price, like many things, will indeed reflect the quality you get since with scotch, you tend to get what you pay for. There are a variety of alcohols available for a cheap price in which you can get a buzz, however, fine scotch should be sipped and enjoyed.
Good malt is not an appropriate mate for a mixing party and does not really take kindly to a soda. It tastes much better with simple bottled water. The best pairing with great malt would be of the mineral water variety bottled water is tolerated by malt without hesitation.
At 40-60% alcohol, whisky is indeed a strong spirit and will definitely get the attention of the less than experienced in drinking it. Throwing in a dash of mineral water will soften the blow so to speak and calm its aggressive nature. The term the whisky will open itself is in reference to the aroma being released when water is added so a few drops will surely bring even the most experienced of malt drinkers to bliss.
The wonderful thing about cask strength is that at approximately 60% alcohol per volume rate, this is one strong drink in turn allowing the drinker to tone it down to an appropriate alcohol level to suit personal taste making this an ideal drink to customize.
The makers of these fine spirits advise that you take a small mouthful and hold it in your mouth swish it around your tongue giving it time to settle. Only then will you get the true nature of this fine malt.
Finally on a closing note, after a swallow, it is said that you can get a good read on the maturity of the malt by how long it stays with you in you mouth.