I would suggest starting with flaked rye for a subtler flavor. It is easy to steep, very cheap, does not affect color or consistency (too much), does not need to be crushed, and does not have the smokey flavor of some highly kilned ryes. Be warned that it will get sticky and absorb a significant amount of water during your steeping, so be prepared to add additional make up water while starting the boil.
Why do I make this recommendation? This a good question that deserves a fair answer. In brief, flaked rye gets the flavor in without needing to mash. Although I would not consider myself a seasoned professional, the issue has to do with rye malt having very low diastatic power. As such, rye malt (and flaked rye too for that matter) does not self-convert and really should be included in an all-grain multi-rest (better yet decoction) mash to extract fermentables. Because I am not doing this, I consider extract beers to be more 'rye flavored' than actually true rye brews, but acceptable considering certain limitations. The flaked rye imparts significant rye flavor profile with a small amount of material without adding fermentables because the starches have already 'polymerized' or congealed during pressing. You may find this thread interesting too: http://www.homebrewtalk.com/f12/flak...rye-malt-6520/
Remember to balance the rye flavor with more malt extract! It may have a bitter finish otherwise. I also, personally, like using the slightly sour, fruity profile of cascade hops to balance the finish with pronounced hoppiness while avoiding overwhelming bitterness.
I hope this helps!