I do like Heaven Hill for rye, but slightly prefer Rittenhouse. It is the same mash bill and distillery. The main difference is Pikesville is bottled at 55% instead of 50%. Both are great for cocktails.
I’ve done most everything on the Bourbon Trail, and my farvorites were Old Pogue, Labrot and Graham (Woodford and 1920), and Wilderness Trail; least favorite is Bulleit (very industrial) Do you know what mash bill and age you like?
Rittenhouse Rye is my go-to. Delicious, relatively easy to find, and given the price point ($21 at my local Trader Joe’s in California) it punches far above its weight.