As mentioned before, the Kentucky thing isn't correct. It can be made anywhere in the U.S. From the Federal Standards of Identity:
(b) Class 2; whisky. “Whisky” is an alcoholic distillate from a fermented mash of grain produced at less than 190° proof in such manner that the distillate possesses the taste, aroma, and characteristics generally attributed to whisky, stored in oak containers (except that corn whisky need not be so stored), and bottled at not less than 80° proof, and also includes mixtures of such distillates for which no specific standards of identity are prescribed.
(1)(i) “Bourbon whisky”, “rye whisky”, “wheat whisky”, “malt whisky”, or “rye malt whisky” is whisky produced at not exceeding 160° proof from a fermented mash of not less than 51 percent corn, rye, wheat, malted barley, or malted rye grain, respectively, and stored at not more than 125° proof in charred new oak containers; and also includes mixtures of such whiskies of the same type.
Some of my favorites:
Maker's Cask Edition (little pricey, but tasty)
Booker's (same - a little pricey and rowdy, but great if you calm it a bit)
Knob Creek (decent price, and great oak tones, IMO)
Buffalo Trace (one of the best "cheaper" Bourbons you can get)