Step one, sit down and have a chat with your wallet while you are sober and make sure he is ok with this plan. The second your wallet slips up in confusion about what you are embarking on and grants approval, ignore anything else it might say henceforth. Do not have this conversation with your girlfriend or spouse as the answer is already no...unless you are lucky and have a good whiskey girl like I do (if she smokes a cigar or lets you smoke a cigar without complaint you may be in luck)
Step two, if wallet gives approval of your new interest, find a bar that is known for a good Scotch list, get a designated driver, and head out for an evening. Have them serve each offering neat with a side of ice so you can get an idea of their character as is and see how it opens up with a little added water.
Step three, figure out what you like, go home, log onto a good online retailer (if legal in your state unlike the evil Washington laws) and order a few bottles of what you liked while you are still under Scotch's influence.
Step four, sober up and realize you just blew a few hundred dollars on the devil's drink.
Step five, get your shipment, drink, realize sober fiscally responsible self is full of bullsh*t and apologize to the bottle for ever calling it the devil's drink and welcome to the club of poor Scotch drinkers.