Lagavulin is the only Islay single malt I haven't tasted yet. It's amazing how differently they are.
Personally I prefer the Ardbeg, simply because it's the most complex one and I like if when the flavor changes in your mouth. But it's not for everyone. If you like Islay single malts, though, I can recommend the Ardbeg "Corrywreckan", which is darker in color and stronger (57 % alcohol). The smell alone is already worth it.
Of the non-Islay single malts I prefer the Glenmorangie but I also like a nice Irish whiskey.