Four Roses Small Batch and Four Roses Single Barrel are my favorites overall. I have not tried the regular Four Roses Yellow Label yet.
Others I enjoy:
1792 Small Batch
Bulleit
Woodford Reserve
Knob Creek
I have tried Elijah Craig a couple of times but it's just not one of my favorites in that price range.
One way to save money is to buy bottles in 1.75L sizes rather than the 750ml bottles. For some reason, at least in my area, there is a big discount per ounce in the larger bottles. For example, a 750ml bottle may cost $32 but the same product in a 1.75L is only $50. So for an extra $18, you get a full extra liter.
Assuming having a bigger bottle doesn't make you consume more, and assuming you don't mind drinking the same whiskey for quite a while, it's definitely the way to go for getting quality at a cheaper price, rather than moving down the quality ladder a rung or two to get cheaper in the same size bottle.
I have a 1.75L bottle of Bulleit I just opened yesterday when my Four Roses Small Batch ran out.
Bulleit makes a pretty good rye whiskey as well.