Manhattan with Rye Whiskey
Victor Tango's and the Windmill Lounge both stock Rye and both care about the quality of their cocktails. Although VTs gets really crowded and "scene-y" on the weekends, probably better to go during the week and maybe get some food. Both can also make a sazerac. And FWIW Oasis Liquors on Spring Valley sells a variety of rye whiskies.