Drink it how you like it.
Personally I prefer about 50/50 water to whisky. If I want the alcohol burn, then I'll get someting less refined and cheaper. I think a lot of people are put off whisky by trying it neet, and thinking that diluting it will just result in ridicule.
Nail on head. Though I would add the caveat that if you prefer to add lemonade or coke, single malt is a waste of money.
I did a little taste experiment at the Talisker distillery a few years back. The standard 10 yo was tried with and without ice, and with and without water. My preference was no ice (which killed the taste) and a small quantity of cool water, which seemed to open up more flavour. So, try it yourself and see what you like best.
As for brandy, it would be a pity to limit choices to cognac - I'm a fan of Spanish brandy, particularly Carlos I Gran Reserva, which has a lovely, smooth toffee flavour. It's very good value, too.