Johnny Walker Black should run you under $30 for a bottle and IMO the best scotch at that price point. It's a good mix of smooth flavors plus a little smoke.
There are decent single malts under $30 especially if you have access to a bottle shop with really good prices. I can get Macallan 12 for $40 but under $30 you can find decent single malts like Ardmore, Glenmorangie and maybe Glenlivet. There is a wide variety among single malts based on their geographic origin, barrel type, use of peat and so forth. If you want to try something interesting and crazy oaky try out Deanston's Virgin Oak.
Worthwhile blends I'd suggest trying include Johnny Walker Black, Ballantine's, Dewar's White Label, Dewar's 12, Famous Grouse Black Grouse and Pinch.