Combine in a shaker with ice, shake as if you're vigorously signing the Declaration of Independence, and strain into a chilled glass. Sugar rim on the glass is optional.
The RWB is very similar to a Sidecar in that it replaces the brandy or cognac with rye and bourbon. As I've said previously, bourbon is a classic American spirit, and rye was a popular spirit around the time the United States fought for its freedom.
You might wonder why there is a French liqueur (Cointreau) in a cocktail that celebrates American history. There are two reasons. First, I like the flavor and it enhances the cocktail. Second, it acknowledges France's role as an ally of the United States during its fight for survival. The United States returned the favor in the 20th century -- twice.
So declare your independence from the tyranny of weak cocktails, and have a RWB!