I am not much on pricey single batches, or bourbon distillers who decide they will try to get on the rye bandwagon. The one exception to both rules is Knob Creek, a straight small batch rye made by Jim Beam. Pikesville, and Whistle Pig, are pretty good brands, also. I buy Old Overholt or Sazerac for the house. Sazerac is sort of a newcomer on the scene, and it is a bit more fragrant and less edgy than Overholt. As the brand name suggests it does make a nice Sazerac. I seldom sip any whiskey straight up so I don't have much of an opinion there but rye is not known for its neat drinking qualities. Old Overholt is fantastic in an Old Fashioned or Toddy. I like either one in a Manhattan. Bourbon doesn't provide enough punch for mixing with anything, to me, except maybe in a Mint Julep. I will happily drink a Jack and Coke but that is neither nor. I used to drink a lot of Ezra Brooks 12yo Bourbon with Coke but I haven't seen a bottle of EB 12yo in many years now. Evan Williams Black and Beam Black took its place for me, until I got on the Rye. Evan Black I have to admit is a pretty good budget whiskey.
I have drank a lot of midpriced bourbons (Makers, etc) and a lot of well regarded single batches, too, and I just don't appreciate them like a rye. Oh they are good, yeah, but on my palate, rye is just better. Where bourbons really assert themselves is drinking neat, and that's just not my style. It feels more like battling fumes than drinking.
I have come to like the sharpness of rye so much that my next batch of home brewed beer will have some rye malt in it. Later this year I plan on making a batch with no malt extract, just a dark 6 row barley malt and malted rye, in equal proportions, with a little oat to sort of smooth it out. I will ask our local expert on the best hops and yeast for that project so I haven't decided on that yet. It should prove very interesting. I am very limited in the yeasts I can use, not having room for a fermenting fridge, and GF gets mad at me when I turn the house thermostat down to 64deg. So I go with yeasts that work well at low to mid 70s. Maybe this winter I can experiment with some colder yeasts.