The wine cellar was my favorite part of the Rio hotel. It took me a minute to find the entrance, which is located near the small Rio stage in the masquerade area of the casino. Descend the winding, wrought iron stair case down to the cellar. There is a feeling of being removed from the rest of the casino. Another reviewer mentioned that they could still hear the band upstairs. It was quite quiet during my visit, but with no band playing, this may have been good timing.
The bar tender greeted me warmly. The offer flights of wine, either red or white. Each of the three glasses had a decent sized pour. The prices vary from $19 to higher, one of the most reasonable options in Vegas. They also have cheese plates with dried fruit and bread to nibble on. The bar tender was able to make suggestions based on personal preference.
I highly recommend checking out the Wine Cellar and Tasting Room.