That is a very good question, Jeff. That depends on what is available to you.
First, a little background is probably necessary. The terms Canadian Whisky and Rye Whisky are interchangeable here, and are in fact legal terms. To be called such, the Whisky must contain at least 10% Rye grain, be sold at at least 40% alcohol per volume, casked in Canada in wooden barrels and aged for at least 3 years. It does not, however, have to be bottled here. It is casked at 180-190 proof and then sent wherever. You can buy Canadian Whiskies that are labelled as such but bottled in the US and diluted with whatever the bottler decides to use to get it down to 40% or so. A lot of the different flavours come from what it was casked in, as historically recycled barrels were often used- bourbon barrels, etc. There isn’t multi grain mashes, per se, but rather are ‘blended’ after aging. As such, there are many brands here that will alter the finished blend %s between rye/ corn/ wheats for different flavours (plus all the usual flavour adds).
We are in a golden age of Canadian Whisky for a simple economic reason. In the 80s and 90s, other spirits like vodka became more popular and many large Canadian distillers simply had their casks sit and age further as they weren’t selling as much. They have lots of very long casked Barrels to sell. Many big brands here have 7 year Whiskies that are just ok, but 15-18 yr Whiskies that are outstanding. Many are rebranded with historical brands, others are sold to Craft Distillers who make their own blends from buying these well aged barrels. There are far too many of those small distillers to list.
So, when you go a specialty store to see what they’ve got, avoid anything that says Imported on the bottle, as it will be bottled and altered by the US bottler. Look for something that has been aged for at least 7 years, but a 10-18 yr aging is better. Some big brands that I suspect you might have there are Forty Creek Barrell Reserve, Lot 40, Pikes and Gooderham&Worts. Well known brands such as Wisers, Crown Royal and Gibsons are really just mixing spirits for hi balls here, but their 15-18 yr aged Whiskies are all good. A reputable dealer/store should be able to articulate all of this to you.
You do get what you pay for, generally. Cheap plonk like Canadian Club, Black Velvet, etc, is best left for Clubman to use for splashes...
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