Scotch takes time to get into. Get yourself a mid-range scotch and try adding a splash of filtered water to it. Might sound like blasphemy, but it will cool it down a bit and actually opens up some scotches a bit.
As for vodka, have you had good vodka? I'm lucky in that the area I live in also happens to be home to one of the best-rated craft vodkas out there, but there's other good options as well. Better vodkas not only are smooth enough to take a shot without hating yourself, you can actually let it linger for a bit and detect some flavors. I'd recommend the Moscow Mule as a great vodka mixed drink to try sometime. It's simple and tasty.
Oh I'm about to look like a huge hypocrite but I love Moscow mules. I seem to just pretend it has anything other than vodka in them.
Thanks for the advice on the scotch! I'm off all week so I may as well give it a shot.