We recently stayed at the Omphoy Hotel and inquired with the concierge about where to buy wine locally. They sent us just two doors down to a little strip mall where there is this awesome little wine and craft beer store. They have a really good selection considering their size. About half of it is Italian - imported by the owner's brother. He's the owner of i Trulli restaurant in NY - another of my favorites (total coincidence).
The owners are super-friendly. We spent about a half hour chatting and tasting different wines. Apparently, they always have stuff open to taste - they explained that because so much of their stuff is from smaller, family-owned vineyards that they want people to be able to taste and know the wines before they buy them.
We went back on Friday afternoon for their weekly wine tasting - they were doing a "taste of France."