We share two things in common - being Aussies, and appreciators of the "water of life".
So far all of my purchases have been from Dan Murphy's. Their prices are consistently better than any other whisky supplier in Australia bar none. Further, they promise to beat any other price, so in the unlikely event that you do find another supplier price something less than Dan Murphy's then Dan Murphy's will beat that price.
The downside of Dan Murphy's is that their selection is limited to about 190 whiskies. There are some quite well known and desirable whiskies that they do not stock, and so for these you will need to enquire of one of the smaller boutique whisky suppliers. These guys, who are on line, seem pretty good, with free delivery if your order is over $100: www.smwhisky.com.au/index.php
I have noticed that prices for whisky in Australia are significantly higher than overseas, not doubt largely due to the duties we pay. It is more of a drama to make a bad selection, at the prices we have to pay!
From my fairly limited experiences so far, I would recommend you try the 10 year old Ardbeg, which Dan Murphy's has on for about $79. Another few I like which are reasonably priced at Dan Murphy's include Highland Park 12 yo $68 and Dalwhinnie 15yo $56. I currently have my eyes on a Glenfarclas 105 cask strength, which has an ABV of 60%, which retails at Dam Murphy's for $113. Saving my pennies!