We also went whale watching on our trip to Iceland. I had never seen a whale before, so this was really special for me.
We saw two humpback whales really close up; one was only about ten meters from the boat!
Our tour was at Eyjafjord, where they had a 99 % success rate. I'm not sure of the name of the company, but it's good to have an experienced captain, otherwise you can't get this close. They also made a point of not following a whale too long so it wouldn't get stressed out.