I don't know a whole lot about bourbon other than what I know I like. Some possibilities:
-Blantons is the best tasting I've ever had. Costco had it for awhile but they're all gone. Was $38 a bottle there. Must be better bourbons but I've never tasted any.
-Makers Mark is a good all around bourbon. Not so expensive that you feel like a fool using it in mixed drinks, but is also smooth and tasty enough to sip straight.
-Jim Beam is as low as I'll go. I use it only in mixed drinks. Found it on sale for $13 per 1.75L bottle and stocked up last year. It's harsh straight, but doesn't seem to cause too much internal damage.
-Evan Williams Single Barrel was absolutely an awesome deal when it first came out, but prices have climbed. It could be my imagination, but it also seems like quality dipped.
-Elmer T. Lee is good. Especially if you can find it under $20.
-Wild Turkey ain't bad. I prefer the 101 proof.

I don't know if you like your booze straight, but try the good stuff warm, without ice or water, in a nice glass. Take little sips, let it sit on the palette for awhile, and go slow. You won't get drunk, but you will get mellow.

For bourbon & Coke, Makers Mark can't be beat.