STX12499 has given you some great suggestions. 21C is a hoot! If you can't afford to stay there, at least drop in for a walk-around. And be sure to use the restroom...;-)
The best small distillery IMO is Pappy Van Winkle. The 21 year sells for around 150 for a fifth.
Yes, I surely do love me some Pappy! Mostly can't afford it, but sure do love it. But just so you aren't confused, there isn't a 'small distillery'. Pappy and their other labels are distilled at Buffalo Trace. The Trace offers a very cool tour, and they're an award winning distillery. If you get lucky, you might even bump into Elmer T. Lee himself.
Pappy used to be mashed at a distillery in Shively, off of Ralph Ave. Those of us that live in the area will remember the cool old sign on their entrance. "We make fine bourbon, at a profit if we can, at a loss if we must, but always fine bourbon."
If you get to Bardstown, try to stop by the Oscar Getz Museum of Whiskey History on the bottom floor of Spalding Hall, behind St. Joe's Cathedral. And Heaven Hill has a lovely visitor center out Hwy. 49 You can also see the old burned HH distillery out that road as well. (7 warehouses, 90,000 barrels of whiskey and 75mph winds made for 35 story flames back in 1996.)
And IMHO, Four Roses Small Batch is one of the best new Bourbons for the price. It's in the mid-twenties a bottle, and excellent stuff. It's also not readily available outside of Kentucky. They also do a great tour!