I was wondering the same thing "bourbon rye" . . . is a cocktail.
Hipsters have entered the spirits market, after snooting up the beer world, so there's all kinds of rye choices these days that didn't exist 10 years ago. At the bottom end, I would recommend that you give Old Overholt a try. It's around $20 for 750ml and it won't strip paint if you spill it. It has a distinctive peppery note. Lately I've been buying Bulleit rye and bourbon and enjoy it. Most people are surprised to learn that the classic Manhattan is a rye based drink, not bourbon.