Ok, on the way home I stopped and bought a bottle of Woodford Reserve Double Oaked.
Before the wife and I have it a shot, I took a look online to read expert opinions on what I should be smelling and tasting. For the most part, I was really off and didn't get much of the flavor profile I had read. However, I did sense vanilla and I did get a hint of that during the after taste. Yet I got no leather, marshmallows, oak, dried dark fruits, etc.
The wife only had a sip and just couldn't do it. She's not keen on anything other than a Dos Equis. Me on the other hand, I really really enjoyed it. I had it neat !?!?!?!?! and I'm glad I did. I've only had for the most part cheap liquor that burns, but this was a different experience and I really enjoyed it.
I really was going for the Four Roses, but naturally my local store was out.
Thank you for the suggestions and I'm thinking this might be a new hobby for me.