There are quite a few wineries and vineyards in the central kentucky area, and I've been to a couple of them, and had wine from a few more. Most of them are on this site:
http://www.kentuckywine.com/
The ones that I've tried/visited:
Equus Run :
Located in Woodford County, it's very close to the Midway exit on I-64 just west of Lexington. They have a $2 wine tasting (you get to keep the glass). I've tried many wines from them, and I really haven't found one that I didn't like. They grow a lot of grapes, and even have concerts during the summer. Free tour as well. Excellent Cabernet Franc, Vidal Blanc, and Riesling.
Castle Hill:
This one I just recently visited, and their wines tend along to be along the sweeter range, so if you lean that way as well, you will probably like them. I did think their Strawberry wine was pretty good, and my wife loved the Blackberry Meade. Plus, it's so close to the castle in woodford county, you get a good view of that as well. Not a whole lot of castles in the US, so it's worth visiting to see it.
Turning Point Vineyards:
I haven't visited this one yet, but they make an excellent Cabernet Franc that I have bought on several occasions. I haven't tried anything else, but if the Cabernet Franc is an indicator then I will be trying more in the future.
Chrisman Mill:
I tried their Cynthiana (Norton) wine just to see what kind of wine can be made from the grape. It was pretty good, but not worth the price (20 bucks).
River Valley Winery:
They make a Cynthiana as well, and their's is very good, plus it's a bit cheaper than Chrisman Mill.