First, look into the various regions that Scotch is made, each area produces different attributes. Find the one that's most appealing to you.
Around here, anything under $70 (CAD) can be smooth... until you try something over the $85 price range. In between is a crap shoot. IME
I wouldn't recommend on the rocks, it'll water it down too much. If the alcohol burn is too much, take a straw, put it in a little water, put your finger on top so it holds some water, and put that in the scotch. Whisky rocks are great to keep the drink cool.
Higher alcohol content does not always mean you will get that burn, so don't be afraid to try something 45%+.
Creamy is not an adjective I have ever thought of with a scotch, you might want to try Bailey's

, but doesn't mean it's not out there.
And remember.... it's not cheap!