Like you said there is no exact science and the Smoothness of the finish is really determined by a number of factors most notably the barrel. Ask any whiskey/ Whisky expert and they will tell u 2/3 of the finished flavor of every whiskey/whisky is from the barrel. The American oak or most commonly white american oak used has a very rich flavor with 4 distinct strains of vanilla and nice nutty notes they add a lot of depth in flavor which is why most other aged alcohol's use Ex-bourbon barrels to age in.
but back to the main point all whiskies turn out a little different even whiskies that come out of the same batch because they all age in their own distinct barrel and the smoothness or finish really comes from the barrel. The longer the aging process is on the whiskey the more likely you are to have a smoother more robust finish. If i was you i would try and high-end Stright rye and see what you think like; Whistle Pig, Michter's rye or Willet's 5yr straight rye. Those 3 give a great glimpse of how good rye's can be.
hope it helps