A good thing is to become a "friend" of a certain malt (eg. Ardbeg, Laphroaig, Classic Malts).
If you are a member of such a circle (free), you will receive invitations to purchase special limited editions.
Ardbeg, for instance, offered two bottlings exclusively available to the members of their "committee". The bottles cost £108 each (2000) - expensive, I know. But they are now worth over £300.
Ardbeg's sister company Glenmorangie does "special offers" on a regular basis, too. These bottlings however, for instance the long sold out "Côte de Nuits", are still available at or only a little bit above the original price.
So, there is no guarantee that these bottlings will indeed fare well on the collectors' market.
Many companies are now doing "distillery bottlings". They have discovered that it is an easy way to make a lot of money - alcohol tax on a 70cl, £15-bottle is the same as on a £125-bottle, so is the cost for bottling and labelling. Only VAT is higher. In other words: the distilleries earn a fortune with these bottlings.
The downside is that the more "exclusive" bottlings there are, the less exclusive they are.
As far as quality is concerned, these bottlings are indeed very special, at least the ones I have tried (Glenmorangie, Glen Moray). But whether they're really worth the money is up to you.
If you're really after rare bottlings, it is a good thing to go to the distilleries and ask whether there are any bottlings made for the employees not generally available to the public. Sometimes, employees are willing to sell you a bottle of their collection.
These bottlings tend to fetch quite high prices at auction.