Checking out the Kentucky Horse Park is definitely worth your time. I enjoyed going out there... it's beautiful. When we went, we did not have a guided tour. I'm not sure how it works now, but their website will probably give you any info that you need:
http://www.kyhorsepark.com/
As for everything else, I'm relatively clueless. We toured Gainesway when I was a kid and I really enjoyed that (got to see Mt. Livermore.)