If you haven't been to Riley's, you haven't been to Madison. Or is it the university or the capitol? Anyway, my two cents:
Great beer selection, and I kid you not when I say that. They've beers from all over the place and they even carry one of my favorite Paulaner beers that usually aren't carried in other stores. Their wine selection is also vast and so's all the other liquor varieties. Prices aren't necessarily the cheapest, but they're not overpriced either.
The only place where I find the variety to be any better would be Woodman's, but that's not so easy to access in the downtown area.