you should do the JW tasting event along with these guys if they are all doing it. it's a great introduction to scotch and you learn a lot on how to enjoy the drink. otherwise, start with glenfiddich 12. it's smooth and light to start drinking with. then try glenlivet 12 or macallan 12. from there, try oban 14 which is my favorite. there's a difference when you drink it straight vs. a drop of water or vs. a few cubes of ice, that you should notice release some of the flavors. drink it how you like it, but i used to always have scotch on the rocks but now I drink it neat and enjoy it even more.
it always puzzled me why the nyc guy's never just met up at a happy hour after work or something.