Okay, so most of the really expensive, hard to find stuff is expensive and hard to fine because the allocations are artifically restricted, not because it's actually that good. If you can get it from a charity as a fundraiser, or if you happen to be able to buy it at MSRP, any of those Buffalo Trace rarities - Blantons, Eagle Rare (which isn't as good as it usd to be, btw), Weller, and, yes, even Pappy - are really not worth your time and money.
So, rant over, let's talk the juice.
I don't know what distribution is like there, but if you can find New Riff, that's pretty good stuff which is distilled down the road from me in Newport, KY. They have a bottled-in-bond which is quite good. Their rye whisky is good as well, but of course, not bourbon.
Bookers is pretty good, I recommend 5 or 6 drops of water to be added per glass. I don't think it's as good as the price tag commands, but you won't be disappointed.
Jefferson's Ocean is a neat gimmick and some of the voyages are much better than others.
Basil Hayden is fantastic. The Dark Rye may not be bourbon, but it's a fine whisky. Toast is also good, but harder to find. The regular Basil Hayden isn't something you'll go wrong with.
Maker's Mark is well-known, but priced too high for what it is. Maker's 46, however, is worth having on the shelf.
I have head good things of Belle Meade, but it's not one I have on my shelf right now. I've tasted one of their products and it was good, but I don't remember which one. I suspect you wouldn't go wrong with that.
Elijah Craig has some good expressions. I've got a bottle of barrel proof sitting on my desk right now that is 133.4 proof and needs nothing but a glass to drink it from. I've got a couple other bottles that are upstairs in the cabinet and they're all quite good.
Russell's Reserve is a very fine bourbon. Again, some versions better than others, but I haven't had a bad one.
Henry McKenna is a little harder to find, but the 10 year bottled-in-bond is very tasty. Not sure about the other expressions.
Knob Creek. Great stuff all around. Older's better, but weird thing is that the 14 year I've got tastes totally different from the 13 year and the 15 year... Weird.
Willet. Great little distillery down in Bardstown. All their stuff is pretty good: Pot Still has a neat bottle and is very good, Noah's Mill really good. I don't think they distribute outside of KY, but one of my absolute favorites is their Old Bardstown Bottled in Bond. Skip the regular OB, it's the exception to the "all their stuff is pretty good" rule. But the B-i-B is a $15-$20 bottle which I'd take over Blanton's any day of the week. Rowan's Creek is another one of theirs that's worthy.
If you can get Glen's Creek where you're at, OCD #5 can be good. It's a single-barrel product and some are way better than others. I don't think you can get the "Premium" except at the distillery outside of Frankfort, but if you see a bottle of that, buy it. Stave and Barrel is okay, but if you're not trying to collect the full set, I wouldn't bother.
Bulleit is quality stuff.
Back to Heaven Hill Distillery for a minute... Evan Williams is pretty decent stuff. The Single Barrel is delightful and the small batch is worth having on the shelf. But again, the big winner there is the white-labeled bottled-in-bond. Another sub-$20 bottle that I reach for all the time and punches way above its weight.
Old Tub bottled-in-bond from Beam is great stuff. Again, $20 or less, but I don't know how far they distribute. Used to be you could only get it in 375s from the gift shop at the distillery, but I can get it in any store around me in 750s now.
Four Roses. The yellow bottle is okay, but their single barrel and small batch expressions win the day there.
Woodford. I mean, it's alright, but nothing special. They have one, uh, double oaked I think they call it, which is the one I'd buy if I was buying Woodford.
Avoid Town Branch at all costs. Swill.
Old Grand Dad is another Beam product that is worth your time. The 114 is very pleasant and should be on your shelf. Again, I find myself going to their Bottled-in-Bond expression, though. $20 for a 750 and something that will run with the big boys.
If you're going to buy something from Buffalo Trace, there are a few there that are worth it. Plain old "Buffalo Trace" is fabulous. It's basically the same as the allocation whiskys, just younger and aged in different places in the rickhouse. Can't go wrong. Stagg is good stuff, but a little rough around the edges. For serving in coffee, the Bourbon Cream is delightful.
I'm sure there are some others I could mention, but that's what have off the top of my head.