Just about every casino/resort has a gift shop which sells snacks, beverages (including alcohol) and sundries. The prices tend to be very high. So there are frequent requests on the Forum for liquor stores, drug stores and grocery stores that are convenient to the Strip (or downtown). The following is NOT exhaustive, but is a listing of the places most convenient for tourists in the usual tourist haunts.

There is an exception to the "hotel prices are high" concept:  The Orleans liquor store.  It closes at midnight. There is a free shuttle from Bill’s Gambling Hall to Orleans.

The liquor store at Terrible's Casino is reputed to have relatively low prices (its gift shop prices are very reasonable).

South Point’s liquor store also has decent prices, but it is not convenient for most tourists.

There is no discussion of the "convenience stores" here.. There are too many, and their prices are not usually very good.

ORIENTATION

Let’s start with some orientation first.

The Strip runs generally north and south. People normally consider "The Strip" to be that portion of Las Vegas Boulevard between Mandalay Bay on the south and the Sahara on the north. Traditionally, the Stratosphere has been considered to be too far north to be part of "The Strip."

The major streets parallel to the Strip, heading east from the Strip, are Paradise, Swenson and Maryland Parkway.  Maryland Parkway is only a mile or two from the Strip.

Immediately west of the Strip is a pretty desolate industrial area. For purposes of grocery stores convenient to the Strip, you need to look to the east.

The south end of the Strip is near Russell. Heading north on the Strip from Russell, the major streets in order are Tropicana, Flamingo, Spring Mountain/Sands/Twain (the same street is called Spring Mountain west of the Strip and Sands east of the Strip. As you drive east on Sands, it soon becomes Twain.), Desert Inn (which does not intersect with the Strip, but crosses over it), Sahara and finally Charleston. (For the purest, Charleston intersects with Las Vegas Boulevard so far north that at this point, Las Vegas Boulevard is no longer considered to be "The Strip.")

If you are staying on the Strip, and are looking for a grocery/drug or liquor store, this report is about the most convenient stores between Russell and Charleston.

ON THE STRIP:

On the Strip itself, there are no major grocery stores. There are some convenience stores (small markets, usually with high price tags), a few liquor stores and some drug stores. The drug stores on the Strip do not sell liquor, wine or beer.

On the Strip itself, there is a CVS and a Walgreens, down near Monte Carlo. Neither of these stores carries any booze, but they have a full supply of snacks and non-alcoholic beverages. For any foreigners, in the States, drug stores are more like small department stores than they are traditional pharmacies. They carry a small selection of hardware, small appliances, groceries (mostly snacks, cookies, canned and packaged goods, but some carry milk and eggs, cheese etc), frozen goods, clothing, ... Wine, beer, hard liquor, soft beverages, tobacco products, ... Toiletries, beauty supplies, batteries, film, film processing, ... Children’s games... They are everything stores, not just pharmacies.

The Walgreens on the Strip up at Convention  Center Drive (betwee the Riveria and the Sahara) does not carry beer, wine or liquor.  There is a new CVS in this same vicinity, and I am informed that it does not carry beer or wine or alcohol.

In case you missed it: The CVS and the Walgreens on the Strip do NOT carry beer, wine or booze. 

The ABC Stores -- there are several of these stores, one at the Fashion Show Mall, one in Desert Passage (at Planet Hollywood), two in the Riveria, and also one on Fremont downtown (just a few doors up from the Golden Nugget) -- do sell booze, wine and beer, along with a lot of snacks and Hawaiian tourist stuff.  The prices are reasonable for convenience stores.

There is a liquor store just south of Harrah's, part of the Carnival Courtyard area.   Not cheap.  But probably cheaper than your hotel gift shop.

There is a liquor store across from the former Star Dust, just north of the Cathedral. This is the southeast corner of the Strip and Convention Center.   Not cheap.  But probably cheaper than your hotel gift store.

At Sahara and the Strip (northwest corner) is the Bonanza Gift Stores. They have some groceries and liquor.  Not cheap.  But probably cheaper than your hotel gift store.

There is a liquor/convenience store called the Stage Door next to Bill’s Gaming Hall, on Flamingo, just east of the Strip. This is right across the street from Bally's. Although this is not ON the Strip, it is only a short block off Strip.

OFF STRIP:

TROPICANA:  

New in 2009, between the airport and the Strip, there is a small shopping center called McCarran Village.  This is on the north side of Tropicana just west of Paradise. As of 08/09, it is still not fully occupied, but it has the following:
     Grind Burger Bar & Lounge
     ABC Store (liquor, beer, wine, snacks)
     Einstein Bagels
     Subway
     Due Pizzeria
     Super Liquor
This shopping center is part of "BlueGreen Club 36", which seems to be a timeshare.

Just east of the airport, at the southwest corner of Tropicana and Maryland Parkway, there is a shopping center with a Von's Grocery Store. Von's is a major grocery store chain. This is a relatively small Von's. This is the closest grocery store to the airport. Your cab or limo can make a quick stop here if you’d like to stock up with some supplies when you first land, on your way to the hotel.

Von’s is a complete grocery store. It has fresh fruits and vegetables, meats, diary, canned goods, baked goods, junk/snack food, frozen food, juices, soda, water, toiletries, laundry supplies, etc., etc. Oh, by the way, in Nevada, grocery stores are allowed to sell beer, wine and hard liquor, so Von’s sells these as well. As well as those inexpensive styrofoam coolers and more expensive but more durable coolers. And bags of ice.

If you are on the South Strip, this Von’s (southwest corner of Tropicana and Maryland Parkway) is the most convenient full grocery store to you.

There is a bus that runs right down Tropicana to this Von’s.  You can catch the bus right at the Strip (there is a bus stop maybe 100 yards east of the Strip on Tropicana directly in front of the Tropicana Casino) and it will drop you off at the corner of Maryland Parkway. Returning, it will drop you off by NYNY. You don’t need to worry about the bus line number, because this is the only CAT bus line on Tropicana.  The bus fare is $1.75 pp each way.  Of course, if you have an all-day Deuce bus pass, the pass also includes unlimited access to All Las Vegas buses at no additional charge.

Between Tropicana and Flamingo, on the east side of Paradise, approximately one block south of Harmon, there is a small liquor store.  This is just north of the Double Down Saloon, an (infamous) dive bar.  Very convenient to the Hard Rock Casino.  Someone will have to compare the prices here to the prices at the CVS Drug Store at the northeast corner of Harmon and Paradise.  This non-Strip CVS store does sell beer, wine and booze.

FLAMINGO: At the northeast corner of Flamingo and Maryland Parkway, there is a large shopping center with an Albertson's. For those who do not know, Albertson’s is another major grocery chain in this part of the country. This Albertson’s is a much larger and newer store than the Von's at Tropicana.

There is also a CVS on this corner. CVS is a major drug store chain.

At this same intersection (Flamingo and Maryland Parkway), but on the northwest corner, there is a Walgreen's Drug Store. Just like the Walgreen’s Stores on the Strip, this Walgreen’s does NOT sell beer, wine and liquor.

At the same corner as Walgreens, there is a Target. Target is a discount department store, with everything from clothing to electronics to sporting goods, to hardware, jewelry, ...

SANDS/SPRING MOUNTAIN:  At the southwest corner of Twain (this is the same street as Sands and Spring Mountain -- the street between the Venetian and the Wynn Resort) and Maryland Parkway, there is a newer and larger Von's. This Von’s even has a gas station with a three cent discount per gallon for Von’s Club members.  With the three cent discount, it is competitive with Terrible’s and Rebel’s.

DESERT INN: There are no grocery stores on Desert Inn convenient to the Strip.

SAHARA:Heading north, the next major street is Sahara.  There is a major chain grocery store at Sahara and – you guessed it, Maryland Parkway! This is another Albertson’s. Southeast corner. There is a McDonalds, a Dairy Queen and a whole lot of other stores in this shopping center.

At the southeast corner of Sahara and Maryland Parkway, there is a Smith’s Grocery.

CHARLESTON:  If you are as far north as Charleston, there is some kind of non-chain grocery store on the south side of the street just before you reach Maryland Parkway.  Having never been inside this store, no comments are offered.  The name is Save A Lot, or something similar.  There is also a drug store at this corner, with a sign saying "Liquor."

WALMART: 

There are numerous WalMarts in Las Vegas.  Two of them are relatively convenient for tourists staying on the Strip. 

One of these "convenient" Walmarts is  located on Tropicana, about three or four miles east of the Strip.  You can get to this Walmart easily by CAT bus.  You catch the bus on Tropicana at the Strip, and take the bus all the way to the Walmart.  One bus, no transfers needed.

The second "convenient" Walmart is a new (2008) WalMart SuperCenter on Eastern, just south of Russell.  It is closer to the Strip than the Tropicana Walmart, and it is newer and larger.  However, for those traveling by bus, it is not as convenient, because it would be a two bus trip, requiring a transfer at Eastern.  For those with a car, the Eastern Avenue Walmart SuperCenter is closer to the Strip.  This SuperCenter is also very convenient to the airport's rental car pick-up center.  From the car rental pickup center, head east to Eastern, turn left (north) and the Walmart will be on your left.

OTHER STORES:

There is a Target on Flamingo. It is at the northwest corner of Maryland Parkway, north of the Walgreens that is at that same intersection. There is also a good Thai restaurant ("Thai Place") in that shopping center – no ambiance, but friendly service and good food. And there is an  interesting Indian market in the same center.

The lowest priced grocery store chain in town might be Food For Less. It is part of the Krogers empire (which is the company that owns Ralph’s Grocery Stores). Food For Less is missing a lot of the amenities. Not as grim as the "warehouse" stores, but very utilitarian. And you have to bag your own groceries. (They do, however, provide the plastic grocery bags.) Vegas does have several Food For Less stores, but it may not be worthwhile for many tourists to travel that far.

OTHER DRUG STORES:

On Paradise (the first major street east of the Strip), at Harmon, just across from the Hard Rock, there is a CVS Drug Store. This one does carry beer, wine and liquor.

As mentioned above, there is a Walgreens on Maryland Pkwy and Flamingo.

There is also a Walgreens downtown on Fremont, at the corner of 4th Street, just across the street from where the canopy begins.

Hope this helps!