Pulling a vacuum over the whisky is not a good idea: more than just air, water vapor and ethanol is removed that way. It reduces oxidation, sure, but it definitely degrades the whisky: the most volatile components, which may be important in the nose, are preferentially suctioned away. Enough to taste? Who knows? I'm not trying it, that's for sure.
When I went to the scotch blog site, there was a post from someone who claimed that nitrogen gas (which can be used to displace air in a whisky bottle) was denser than air. No way. The molecular weight of nitrogen is 28.014 g/mole. Air is mostly nitrogen, but roughly 20% oxygen, which has molecular weight 31.999 g/mole. So air is denser than nitrogen. Argon would work fine as a relatively cheap, inert blanket gas. Krypton and xenon would be better, in terms of density, but are far too expensive for such frivolous use, especially Xe. Carbon dioxide is a very poor choice: it is denser than air, but dissolves in aqueous solutions (which all whisk(e)y is) and thereby carbonates it. (Water plus dissolved carbon dioxide is carbonated water, aka "soda water" or "club soda"). Yuck!
Transferring to small bottles with caps that can resist alcohol is viable. Adding lots of scrupulously clean marbles is just plain weird (and an invitation to accidental choking on an errant marble).
I still favor putting a bottle out of its misery when it is down near the end. Just my two cents. Slainte, Ed V.