As much as I love a Glencairn of PVW 15 or Stagg, I've become quite fond of cocktails, too. A Manhattan, Sazerac, Red Hook, or other such drink can be quite a treat, and they aren't too hard to make.
In general, I tend to prefer "bang-for-the-buck" whiskeys when I mix. While I sometimes venture into premium territory (I even tried a Red Hook with Fall '05 Stagg! ), for everyday use it's better to stick with something that's good and inexpensive.
Venturing into the premium world, I'll always mix a couple of Sazerac cocktails on those rare instances when I have a bottle of Saz 18 open. They are out of this world - but a bit expensive and rare to mix often!
- Rittenhouse BIB rye. This is just an unbeatable value, neat or mixed.
- Bonded OGD. Great Manhattans!
- Old Overholt. While it isn't my favorite neat, it does make good cocktails. I tend to use it when I don't want quite as much alcohol (since it's 80 proof).
- Wild Turkey 101, either bourbon or rye. Always reliable!
- Sazerac Jr. - great in its namesake cocktail, or anything else I've mixed with it.
- Old Fitzgerald BIB. Mellower, sweeter, but it packs a wallop.
- Cluny Scotch. Makes a superb Rob Roy.
The GTS-based Red Hook was great fun - almost no burn, but even though maraschino and Punt e Mes are rather strongly flavored, it was quite obvious to my palate that the Stagg would not be denied.