Don't drink cheap rye. Cheap rye can be a mess.
Most bourbons have rye in the mashbill, usually at least 5%, up to 38%. I found that I liked high rye bourbons, 25, 35% rye in the mash, and started trying ryes.
Ryes mashbills are generally opposite bourbon, flipping the % corn to rye. Usually 80-95 rye, 5-20 corn, but can have more corn.
It's the rye that gives the spice to bourbon, and corn that gives the sweet flavors. Good ryes seem to drink like they are higher in corn than they are, with lots of spice, and lots of sweet flavors too.
It's an exploration.... Find what YOU like!