I don't live in Madison anymore, but when I'm visiting I often make a stop at Steve's Liquor. The reason is simple: They have a huge selection of wine, beer and spirits. I can't speak to the quality of the wine; I'm more of a beer drinker. I come to find specialty beers -- Esser's Best is a local family favorite -- and I always find plenty in stock. As another reviewer mentioned, the parking area is a challenge -- it's narrow and next to a busy road -- but it's certainly worth the effort to go to Steve's.