You can get pretty fancy about drinking brandy, cognac, ports, and other grape spirits. If you have a palate that can detect lots of subtleties, brandy-tasting can be a lot of fun.
A well-made brandy releases a bouquet a little bit above room temperature (or say 70 F). A snifter is wide at the base to allow for maximum exposure to hand-warming, and the mouth is narrowed to trap the aroma for some high-class 'nosing' before you sip. It's very much self-indulgent and fun.
However you like it is good. I say try it a bunch of ways and see what you prefer. If you're buying something high-test (a VSOP cognac, for example) do try it in the classic way -- you might very much like it. If you're getting some Christian Brothers to sit down for the evening, try it with soda water and ice in a thick glass. That can be just fine too. If connoisseurship isn't your style, you don't need no stinkin' snifter.
