Don't give up on Bourbon quite yet. While it is a different type of whiskey than scotch, the better bourbons have a lot going for them. Generally, bourbon is sweeter and smoother than scotch and rarely is it as dry as the better scotches. May I recommend Blanton's [great bottle with a race house on the cork] as the best I've come across so far. The best mid-market bourbon is Maker's Mark with it's distinctive coating of red wax oversealing the cork. For it's price, it is smooth and delicious - a fine companion on a cold evening.
By the way, Jack Daniel's is not bourbon but rather a Tennessee whiskey. While the distinction may be lost on anyone else in the world, don't tell a Kentuckian that JD is bourbon. Bourbon is made in Kentucky.
Apropos of nothing, real rye whiskey was a produce of Maryland [and Northern Virginia]. Rye was once the most popular whiskey in the States, but it never rebounded from the death blow of Prohibition in the 1920s. What is sold as rye today is usually some form of blended Canadian Whiskey. True rye must have a certain percentage of rye grain [ more than 51%?] in its composition. Likewise, there are laws regulating the use of the word bourbon in labeling, i.e., at least 51% corn, it must be aged for at least 2 years in new, white oak barrels that have been charred, and nothing can be added at bottling to enhance flavor, sweetness or color. The end result is that corn based bourbon is sweeter and heavier than rye. All of this is important to me, because I love Manhattans (2/3 rye and 1/3 sweet vermouth). However, the mix is too sweet when you use bourbon. True nivana is a real rye Manhatten with a splash of bitters, a little cherry juice and a cherry. Rye is becoming available again, but is still not common in the states.
Sorry about the ramble, but I just wanted you to know that there is some good non-Scotch whiskey out there. The occasional, quality bourbon is a fine change of pace. The rye Manhattan is delightful if you care to mix your juices. And actually Jack Daniel's is great after your first one [after you have srtipped off the lining of your esophogus]. Alternately, it's quite nice on a summer day mixed with ginger ale over ice. It's like a whiskey soda, so be careful, you can drink a lot of them.
As for Johnny Walker, try the Gold - or the Blue if you can afford it.
Good luck exploring.