It doesn't take too much hunting to find a good beer. It does take hunting, and money, to find a good whiskey or cognac.
There has been a great revival in domestic whiskey production in the United States during the past few years. There are literally dozens of new brands, quite a number of which are superb (Maker's 46, Jefferson Reserve, Woodford Reserve, Blanton's, Eagle Rare, and Whistlepig, just to name a few). But you are correct: you'd better get your wallet out: they ain't cheap.