Depending on the individual expression, rye whiskey has flavors that can include almonds, walnuts, anise (licorice), caraway, and white pepper. When you want to pair it, look for recipes that feature butter, caramel, cinnamon and/or nutmeg, lemon, orange, and bitters in their flavor profiles. Some mainstay cocktail recipes are the Old Fashioned, the Manhatten, and of course, the Whiskey Sour.