I'd recommend the following:
Equus Run Vineyards in Midway, KY.
Prodigy Vineyards in Versailles, KY - Their tasting room is not at the vineyards, but is in a small shopping center next to an art gallery.
Wildside Winery in Versailles, KY - great fruit wines, and they have a BBR, which stands for Bourbon Barrel Red, which is very unique and quite good.
Find them on the kentuckywine links from the previous post.
Lover's Leap is also good, but they recently came under new ownership and last time I checked they weren't reopened yet. They may be now, but before you head out there call first.
Distilleries - the usual candidates that have been mentioned, and I'd recommend Labrot & Graham, which makes Woodford Reserve. This one is a beautiful old distillery that has a free tour. It's pretty near Prodigy Vineyards as well.