Well, based on the suggestions of my fellow FTers I picked up a bottle of Bulleit rye when I stopped to get a bottle of wine to go with dinner. I am giving it a try straight up for a nightcap. Very retro to have a rye nightcap I think.
I do like it quite a bit. It is flavorful but not as sweet as bourbons I have had such as Blantons and some other single barrel bourbons. It is growning on me. It is a nice alternative to whisky, which I normally drink.
As far as mixing, I generally agree with the above responses to my question. I was just unfamiliar with rye except as a mixed drink. I do occasionally mix whisky as well, usually just with soda. A Lagavoulin and soda is great on a summer night, the salt and smoke in the water are really nice touches. I also recently had a stunning cocktail at Raines Law room with Ardbeg and another whisky in it.
But yes, the rye is growing on me! Thanks for the tip.