The best way to bring the flavor out is by adding a bit of water, so that is what you do when you're tasting and analyzing a malt. I do that occasionally, but when I just want to relax with a nice whisky I often have it neat. I always have some water on the side, though. Here is a nice video about water in whisky. Check his other videos as well, they are quite entertaining and informational.
Adding ice to whisky is fine. However, the cold temperature breaks down the molecular structure of the drink and ice also cools your taste buds so you're not able to taste as well. This is why people tend to put a lot of ice in cheap liquor. Some people frown on putting ice in a good malt, but if that is how you like it that is your choice. I never put ice in a malt I enjoy, because for me it is all about the tasting experience.
Room temperature is the same story as with ice. Cooling numbs the whisky down. However, you shouldn't care too much about the rules and regulations of whisky snobs. It is great to experiment and so what if your own preferences differ. It is your glass and your money that paid for it.
P.S. I dislike it when people say there is only one proper way to do X. It is like people saying you're "not allowed" to light a cigar with a lighter and should always use a match, or even a piece of cedar wood.