Zacapa 23 was my first rum, when I started getting serious about drinking it neat. Try the Zacapa Reserva Limited 2014, the 90 proof gives it a little more taste.
I don't think the Ballast Point is avaiable in Europe, but I do have a rum from Smooth Ambler, a West Virginia distillery. If you like stronger, not so sweet rums, then the 99 proof Revelation Rum is pretty good. And something of a find, considering it is 20 year old Jamaican rum.
For the more smooth rums, which first got me started, do try the Ron Quorhum 30, Ron Millonario XO, Plantation Barbados 20 Anniversary, Ron Cartavio XO. And if you would like something stronger, then a really good, not expensive rum is the Panama Red 108 Overproof. In Denmark the price is low enough that if you don't like it neat, then you can just mix it with whatever you like (mind you, it is pretty good neat).
I haven't tried Old Monk, but I know the feeling. I have a bottle of haitian rum, Clairin Vaval, which is unaged, straigth from the distillation into the bottle. I sat looking at the glass for a quarter of an hour, before I convinced myself, that it couldn't possible taste as bad as it smelled. Let us just say that is probably not going to be opened again.
