I have typically used rye at the 15-20% level and I get a distinct spiciness then, but it may be that it is from the rye bringing out the spiciness of the hops. A rye crisp used for hors douevres gives me a spiciness in the bread that is unique to rye. Not hot spice, but not just breads either. I made a rye pale from "Craft Beer for the Homebrewer" that was very light, yet flavorful and what I would call mildly spicy. It was authored by a brewery in Appleton Wisconsin and named "Wiley's Rye Ale". A good one.