I have a nice story about whiskey tourism in Kentucky and Tennessee in the current issue of Malt Advocate Magazine (Spring 2011, Volume 20, #1).
I say "nice" not because it's so impeccably researched and brilliantly written (modesty prevents me) but because the folks at MA did such a nice job laying it out and putting it together.
For the whiskey enthusiast touring Kentucky and Tennessee today, there is more to enjoy than just distillery tours, although those remain the centerpiece. More and more the region's whole tourism infrastructure is catering to whiskey fans, which is reflected in improved dining, drinking, lodging, and shopping choices.
If you make the trip you'll probably want to pick up some whiskeys you can't find at home. You have plenty of options. Toddy's in Bardstown probably has the most history, being right downtown and having been founded, owned by, and named for a member of the Beam family. (That was a long time ago. The present owner is named Guthrie.) The same family owns the newer and much larger Liquor World on the north side of town.
For the best selection and lowest prices look for the Liquor Barn chain, which has several stores in and around Louisville and Lexington.
If you're coming into Kentucky from Ohio there are several excellent stores just across the river, including the Cork'N Bottle in Covington and The Party Source in Bellevue.
But just about any liquor store in Kentucky will probably have a better bourbon selection than you can find anywhere back home. After all, they don't just make whiskey in Kentucky and Tennessee, they drink it too.