Kevin Sintmumuang on the why you should Do the Rye Thing (WSJ-sub req):
The explanation for the rabid following is stupid simple: Rye is damn good stuff. Think of it as bourbon's edgier cousin. Where bourbon is primarily made of corn, giving the whiskey a smooth and sweet flavor profile, rye is at least 51% of its namesake grain, lending it a spicier, fuller bodied, angular taste. If you like bourbon, but want to try something with more muscle, you need to get yourself some rye.
Although it's America's first whiskey—George Washington distilled it and bottles were as good as cash in 18th-century Pennsylvania—rye steadily fell out of popularity after Prohibition. It wasn't until the early 2000s that it became repopularized thanks mostly to craft bartenders who liked rye's robust flavors in cocktails, as well as its historical accuracy—rye was the original whiskey in classics like the Manhattan and the Sazerac.
Finding a little rye under the tree can help ensure a merry Christmas for any whiskey lovers you my know.