Not a female but I am particular about my scotch. What I prefer is not cheap either but here are my preferences:
Glendronach 25yo - 1968/1993
Macallan 'Coilltean' - 1992/2004
Benriach 37yo - 1968/2006
Macallan 30yo - 1976/2006
When I want to step down in cost I will go with a Macallan 18/25 yr or a GlenFiddich 15/18 yr. I don't like the harshness of Macallan or GlenFiddich 12 yr but those are passable if one is on a budget.
When I drink SMS, I usually will have a good cigar be it a Romeo & Julieta Reserve Real or Flor de Olvia.