The smokiest? Laphroaig 10, Ardbeg 10 and Lagavulin 16 (not necessarily in that order). Then there's always the raw peat-monster Ileach (cheap too!).
The Balvenie Doublewood is a fantastic malt. It is my favourite in their core range (the 10, 15 single cask, 17 Islay cask finish, 21 port and 25). I always recommend it to friends as a classy, elegant & appetizing whisky at an affordable price.
My advice would be to try the 10 before buying the older & more expensive ones. I believe there are "gift sets" of 10 or 20 cl bottles of the 10, 12 and 25 year olds. Might be worth considering (can't remember the price though).
In any case, happy hunting in the wonderful world of Balvenie.