I live in Vegas and Lee's is the way to go if you have transportation.
You may be tempted to try "55 degrees" at Mandalay bay, but pass.
Obviously this is very pricy.

I found Lee's when I was looking for Amarula, which is not always easy
to find. I now order online at the Big Wine Shop because the price is
better. Lee's Discount Liquor has a large selection, so I'm sure you'll
be able to find what you want. I find the only issue is that I over
spend when I go in there. Since a lot of folks drink wine here, you'll
probably be surprised at the selections in the local (not near strip)
grocery stores. Selections are good and so are prices.

Lee's 1780 SOUTH RAINBOW BLVD
LAS VEGAS, NV 89146 Phone: (702) 870-6300

This is about 8 miles from the strip. From the Venetian you could go
(from Las Vegas Blvd) straight down Flamingo to S Rainbow and turn
right. Or. go N. on the strip to Sahara (turn left) and down to S.
Rainbow. Its REAL close to the corner of Sahara and S. Rainbow.

Hope this helps. Also, while at home, check out the site I mentioned.
If you drink a lot of wine (buy by the case) or can't find something
locally, I've found they have lots of choices. I also take advantage
of the 10% of a case discount one of their merchants offers.

Good luck when you arrive. If you're staying through New Years, the
fireworks are out of site!