If cheap is your priority, you'll find good a good range of whisky in most large supermarkets, as others have said. If you're in central Glasgow and want the very best range & price to choose from, go to Morrisons in Partick or Gallowgate.
the bigish Tesco on Sauchiehall Street is probably your second best option. Probably comparable prices, but might not have quite as wide a selection.