When it comes to Cognac, one house to keep an eye on is Tesseron. Eg their "lot 76" XO. Also A. E. Doer have a very good XO series.
When it comes to single malt, my favourite so far was a Springbank Madeira wood (aged in Madeira barrels). Apparently the Madeira people didn't like them using the name in marketing and/or the barrels for whisky, so they had to stop producing it. The "normal" Sprinkbank does very little for me tastewise, but the extra fruit/sweetness from the Madeira really made it interesting. Since I've come a across a few other's aged on Barolo barrels etc that are quite good - but I've yet to find one that was as appealing to my palate. And which wasn't so expensive that it becomes silly.
Ah, Tesseron is the nobility... they probably have the largest collection of old vintages of all the Grande Champagne houses! But you pay for the privilege... I once had a vertical tasting in a Swiss supermarket (Manor Geneva) by accident, I just wanted to chat to the sales guy and one thing led to another (and to the Lot 29). It was good but not good enough for the price tag. I'd say the marginal price increase to marginal value ratio becomes unattractive for me around the 53. Maybe when I've sold my company for millions things will look different.
In Springbank I love the Longrow CV - it's my default request in a bar with limited interesting choices because it's still relatively cheap. Very Islay-like though (a lot of peat, and probably the opposite of your sherried sweetness) which is not to everyone's taste. Haven't had it in 3 years so YMMV. I'll keep an eye out for the Madeira, although generally not a fan of port or sherry finishes (except Mortlach, whose sheer brutality is somehow enhanced by the lingering smell).
In terms of wine finish, Renegade (another Bruichladdich experiment!) used to make a series of rums finished in great wine casks - I particularly remember the Black Rock (itself legendary) finished in Petrus, and still kick myself for not buying a few bottles back then... they were really cheap! On the other hand I bought some Iwai "Chateau Mars" finish at Hasegawa last week, and that was literally all nose and nothing else, despite the glowing review from Nonjatta. Hit and miss...
When it comes to single malt, my favourite so far was a Springbank Madeira wood (aged in Madeira barrels). Apparently the Madeira people didn't like them using the name in marketing and/or the barrels for whisky, so they had to stop producing it. The "normal" Sprinkbank does very little for me tastewise, but the extra fruit/sweetness from the Madeira really made it interesting. Since I've come a across a few other's aged on Barolo barrels etc that are quite good - but I've yet to find one that was as appealing to my palate. And which wasn't so expensive that it becomes silly.