I would go with rye if your looking to have a green lawn while your grass is brown over the winter.
The rye will die off in the spring as your grass starts to green up.
Fescue is good if that's what you want for year round grass
If you are overseeding to increase your stand of grass and fill in bare spots then tall fescue or bluegrass is fine. The cost of seed stops most folks from just tossing out seed and walking it in like can sometimes be done with annual ryegrass. Winter seeding or overseeding to get better grass is common in Kansas. Success for overseeding depends on luck if no work is done. Some work makes a great deal of improvement. Type in Seedland for some simple ways to overseed with fescue.