I imagine this is just one of many Lee's. It looks like there are about 4 or 5 in Vegas. I thought this place was pretty good. They had a huge selection of wines from all locals. We picked up a Malbec and a Chianti to have with our dinners. The cashier was super helpful when we couldn't find the Malbec we wanted.
This is in south Vegas, close to where I am staying, and I got to avoid going into town and prices were reasonable.