I'm about to go to Specs. I've got a nice Bourbon to sip on every once and a while, but I wanna try some rye.
You'll see lots of Rye threads here, and lots of recommendations. I have worked my way through a lot of rye lately, and I am partial to Russell's Reserve. Good neat and in cocktails.
Enjoy!
I mix drinks with Old Overholt, and have been known to sip it neat as well. Not pricey, if you can find it.
Cheers!
Sazerac is another good one that won't break the bank.
You should really try Templeton's Rye. It was around during Capone's time and is purported to be one of his favorites. Made in an unlikely place...Iowa! It has a wonderfully sweet, caramel finish! I love it!