People tastes change over time. I liked whiskey a little when I was young but when youre trying to educate yourself to alcohols with a bunch of frat boys you ain't going to get too far. But as time went on and my sophistication (relatively) grew, I learned to really like whiskies. Actually, I'm at a point in the last year or so that I love them.
Rye at first was a bit too strong for me. I enjoyed it but its flavors were something I had to slowly acclimate myself too. But as time has gone on I've enjoyed it more and more.
You are really spoiled for choice now with ryes. At a whiskey tasting at a local bar I met the creator of Whistle Pig rye. He was a colorful fellow as you might expect from someone who names their rye Whistle Pig. And the rye is outstanding too. Fruity, spicey and very potent stuff but very drinkable too. It's 100% rye which, as he explained to me, is quite difficult to make. To be called rye a rye needs to be made with only 51% rye grain, I believe. The difficulty with making a 100% rye whiskey is that usually you need to add some malted barley for the enzymes to convert the sugars to alcohol. I guess he found a way around this by adding to enzymes somehow to the rye. It was an interesting conversation. You can google it and see more.
I also had some templeton rye. Good stuff too. A little sweet and smooth with a moderate spiciness. I guess it was Al Capone's favorite, according to the representative. It's made in Iowa I think. Not as expensive as whistle pig but not as good either. Still pretty good though.
Wild turkey rye. Cheaper still. Pretty good stuff too.
High West makes some great ryes. I had the rendezous rye. Excellent quality stuff.
I suggest looking at the whiskey advocates buying guide. They give you a great database to see where whiskies rate. It's good for trying new things and narrowing it down to your price range.
http://www.whiskyadvocate.com/whisky_reviews.asp
Another tip is that when youre buying whiskey check the alcohol percentage. The higher the alcohol the more flavor. Often whiskies, especially cheaper priced ones are bottled at 40% abv. Which just means the distiller took the whisky from the barrel and watered it down to 40%. So if you find higher proof stuff youre getting it in a more concentrated form and you can water it down yourself, or not.
One last tip is use the right glassware. I bought a glencairn glass which is made specifically for whiskey. I love it. Half the pleasure for me is nosing the whiskey and this glass is perfect for that. Anyways happy drinking.