Jay,
In America, rye whisky is the hot item these days. With that popularity, availability has dropped and prices have skyrocketed, so, you're not alone in feeling the pinch. I don't know if you're aware, but, bourbon is broadly classified into two categories: wheated and high rye. Wheated bourbon tends to be sweeter and softer on the palate. High rye bourbons are spicier and will give your taste buds a good shake. If you'd like to have a rye experience without the elevated price, try out any of these options:
Bulleit Bourbon - Their flagship bottle is fantastic. Their high proof, double oaked, extra aged, etc. are all very good.
Old Grand Dad - There are many options here, but, I'd really only recommend the Bottled In Bond, or, the 114 Proof.
Woodford Reserve - Like Bulleit, their flagship bottle is great and you won't be disappointed with any of their other offerings.
Four Roses - All Four Roses offerings are high rye, but, the Single Barrel gets a lot of good reviews. It's not my thing, but, if you believe the "experts," I'm in the minority.
Wild Turkey - This venerable brand just keeps on going. The 101 proof is well worth trying.
Elijah Craig - The Small Batch cannot be praised enough.
For some comparison, a few wheated suggestions:
Makers Mark - Without doubt, this is the gold standard wheated bourbon.
Weller - Another venerable label with several offerings, but, the W.L. Weller Special Reserve is an excellent choice.
Rebel Yell - A bourbon loved by fraternity boys across the nation, however, the Rebel Yell 10 Year is something special.
Old Fitzgerald - This is your grandfather's bourbon. The 80 proof is okay, but, the 100 proof is better.
Cheers,
Chili