This drive-thru liquor store has got it right. Friendly guys who will get what you need and if you do go inside, there is a plethora of hard liquor to choose from. Lots of beer, soda, energy drinks and tobacco-type products too. I was a bit overwhelmed by their selection.
I stopped by there this past Sunday morning to pick up Bloody Mary mix. They had a nice combo pack with a full handle of Smirnoff and a large bottle of mix for only about 33 bucks. It served four of us with plenty of vodka to spare. Not a bad deal, and a great recommendation by the drive-thru guy who could tell what we were looking for!
Though often busier, another great drive-thru within a quarter mile is La Milk Depot (http://www.yelp.com/biz/la-milk-depot-scottsdale).
Don't drink and drive.