Well luca, you're on the right track as regards some good single malts to start with. Highland park and Lagavulin are terrific, and as you say, Laphroaig is a wonder unto itself. I think you will never taste Johnny Walker red label ever
again if you buy a bottle of the black. The difference is just, well, it's just that one is good and one is bad, it's as simple as that.
A lovely inexpensive single malt is Aberlour, and Tamdhu is worth a peek too. More expensive but a favorite of lots of whisky heads is Longmorn - the price of which seems to vary a lot in my area (I've seen it as cheap as $39 Cdn and as much as $60.)
You have it good in Europe for pipe tobacco - really good tobacco is hard to come by here. I usually smoke the American mix "Captain Black", but when I was in Germany and Switzerland, I was able to purchase some really fine stuff - unfortunately that was 7 years ago, and of course, it's all gone