In terms of purchasing retail booze, Riley's is likely the best you'll find in Madison.
Important points:
-It's conveniently located right off of State Street with a small parking lot.
-A true mecca of beer, wine and liquor - in all price points and sizes.
-I am always extra impressed by their wine selection and it's all separated by either location or type (i.e. Spanish wine and/or pinot noir).
-Prices are pretty much right on the money with a very small mark up for convenience.
-Employees are friendly for the most part...frankly, I haven't needed much help or service when I've run in for a bottle or two.
-If you're looking for a random type of wine or beer, it's a good chance they'll have it. Just ask!
Yay for Riley's...you got me through a good portion of business stats when I was in college. I'm happy to patron this place every time I return to Madison.