Though Wally's prices used to be insultingly high (pre-mid-2009), they've now fallen to more typical levels.  They've got a very good scotch selection that includes many independent bottlings. Best place to go in West LA.

My neighborhood haunt. A fairly active whisky selection though some bottles can stagnate. Prices range from high-reasonable to slightly ridiculous (with no real apparent pattern). They have a respectable indie bottle selection that seems to occasionally include bottles LAWS has recently rated highly. Slightly more sane pricing would make this better pick; you really want to hit this during their tent sale as all bottles are on sale at that point. That can result in some great deals.