I never had Rye. Silly question, does it have any flavor at all, akin to the seeds in rye bread?
Oh, it's packed full of flavor and it does have nuances of american rye bread. Now, I discovered rye whiskies at the london whiskey festival last year and had 3. Whistle Pig which is an american rye, Lot 40 which is Canadian and Millstone 100 which is Dutch. Just to get me to taste it again, the Whistle Pig rep had to put some maple syrup into it. But the Lot 40 and Millstone had a very pleasant spicy bite while not being obnoxious like whistle pig. Now, at that time I wasn't into high ABV whiskies so I'm hoping Whistle Pig will be there again this year so I can have another crack and see if my opinion has changed with my developing taste.
But out of all the rye, Millstone is my favorite.
Knob Creek does a pretty decent rye as well. If you have a total wine or someplace that allows you to taste, try it out and see if you like it.