I hear you. Thanks to Wa States extreme taxation of "sins" a good bottle of scotch sets you back half a C-note. Dagnabbit. Best value I found was hitting up the Cosco in california. So maybe I'll make a 1200 mile liquor run this summer :)
the duty free at the Blaine (truck) Canadian border crossing has a pretty decent collection of single malts as well as a plethora of other boozes. you can bring 2 Liters per adult back into the states tax free.
I'm getting most of my chrome work done up in Richmond, BC, and between that and trips to Ikea, I'm probably heading north about two week-ends a month. Damn shame :)