I think the most expensive scotch I've tasted has been around $150 a bottle. I've never had a $600 scotch so I don't know how much it really improves once you go past $200, but I'm guessing that the flavour of scotch will improve dramatically from a $20 bottle to a $50 bottle, significantly from $50 to $100, noticeably from $100 to $150, and then probably not much past that. When bottles start costing $500 I think you are paying more for the rarity of the scotch as opposed to the quality (of course they're good though!).
That being said, you should find out what your dad likes and then do some research on similar types. I personally like heavy, smoky, peaty scotches, so single Islay malts are what I generally go for. Some people like more subdued peat flavours and like to bring out the other flavours, and those people generally like highland malts.
Try to avoid blended scotches. If he likes scotch, he probably has a particular flavour he is going for. Blends kind of round everything out and while nice, they don't have much character. This ties in to my last paragraph in that you have to make sure you get a scotch with the characteristics he likes.
Do you know offhand what his favourite scotch is?
I think I'd suggest trying to find some scotches online that you can order that you can't easily get where you are. He might like the variety.
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