If you want a crazy selection of whiskey and a subdued, unpretentious spot to enjoy it, you go to Caledonia. About a year old, the UWS offshoot of the UES original is a well-lit hallway bar with a split level for more seating, and you might just discover it by accident. After you’re lured in by a back bar gleaming with amber-filled bottles, you can sit at the long bar and sip single malts to your heart’s content, following the House Rules written at the top of the menu. “There is no such thing as a best whisky. The best whisky is the one you love the most. Your job is to hunt this whisky down.” Do yourself a favor and order the Scotch egg.