Sportsman's offers an impressive selection of the finest beverages available. Their bourbon and Scotch selection is particularly awesome. If there is a hard-to-find wine or spirit you've been looking for, your best chance of finding it in Phoenix is usually Sportsman's.
If you'd like to sample before you buy, Sportsman's offers wine tasting and a nice menu of cheese and noshes. Their selection changes regularly, so be sure to ask about their featured selections. It's a great way to discover a new favorite or try something different.