There's a great distillery in Park City, Utah called High West. Much of their product is a little too expensive for me to purchase as a bottle, but I am a particular fan of their Bourye (or the inferior, but also exquisite, Son of Bourye), a unique blend of bourbon and rye. My wife and I bought a bottle to commemorate our wedding last year and still haven't found a special enough occasion to warrant opening it.

Also, if you ever get out to Park City, I highly recommend dining at their saloon. Most of their foods--western American fare--are made with their whiskey, and they have some unique cocktails too. Be sure to try the flight.