Bill's is great. Even though it's in Oregon, they manage to keep *most* of their prices competitive with Madison grocery stores and they have some great sales! They have an amazing wine selection and clearly have a wine buff running that area of their store. Even when we had a liquor store in Oregon (it's currently closed) I still preferred Bill's for wine because they post lots of ratings/commentaries which I find immensely helpful. Good wine sales too.
When my kids were really little I especially liked that I could drive up for my groceries. That was very handy when trying to manage two little ones under 4.
Some other things I like about Bill's: they carry local organic free range eggs, they have some donuts available from Greenbish Bakery, and they carry Jacobson's potato salad and cole slaw! It's also THE place to go in Oregon to find oregon panther apparel.
Final thing I'll mention is that Bill's gives back to the community. I save all my receipts and turn them in to earn $ for my girls' school.