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Jim Beam always gave me headaches after only two or three pours.
The best cheap bourbon I found was Rebel, only about $11 a bottle.
Cheap whiskey is often distilled poorly, resulting in too much methanol. Methanol is bad alcohol. In small doses it gives you a headache shortly after consumption, in high doses your vision gets blurry and you will have a horrible hangover. exceeding the safe amount of methanol can result in permanent vision and brain damage.
If you're going to drink cheap whiskey, I recommend either Rebel or Heaven Hill. Stay away from Jim Beam and Evan Williams, they have massive amounts of methanol in them.
For the $30+ per bottle mark I recommend Wild Turkey 101 or Basil Hayden's.
