Some places in town have a better selection of wine. Some places in town have a better selection of micro-brews. However no place beats Lee's for a one-stop-covers-it-all booze shopping. There is a plethora of booze up in here, plus pretty much everything you would need to go with said booze.
I love that Lee's has a great selection of beer... in refrigerators! I also love that they have mixers like pineapple juice and strawberry daiquiri mix. And I really love the little plastic Jagermeister shot glasses I picked up there last summer.
On Fridays there will sometimes be taste testings of various types of alcohol. Staff is always super friendly here, plus it's locally owned. Gotta love being able to get your drink on while supporting the Las Vegas economy!