in brewing classic styles jamil says to only try rye beers partial mash
rye has no hull on it like barley does, so trying to steep it would turn it into mush- even if you do use extract for the bulk of your recipe, you need to mash the rye with pilsner malt to make sure it converts and can be lautered
I just had a Founders Double Trouble tonight and it was awesome. I have had a 6er of the Red Rye and it is good as well, but I recommend their Double Trouble and Centennial IPA. According to Founders website, the Red Rye is about 68 IBU's if I remember correctly. You will have to do at least a PM recipe for the rye as the others have said. I do think that rye may be the most underutilized ingredient in brewing though so good luck!!!!