This shop has everything you need to get your drank on!
Reasonably priced for the Strip location though it is on the northern end. They have lots of wine, liquor, and refrigerated beer. You need the accoutrements for some martinis or cocktails? They've got you covered. They sell a nice range of tiny bottles too.
The employees seemed quite knowledgeable and were helpful during my indecisiveness.
Bonus star for asking me for ID.