5 Points Bottle Shop (on Lumpkin) is the only one you need. If you have to have three, J's Bottle Shop and Village Wine and Spirits are solid, but I personally wouldn't bother with them.
Five Points Westside is even bigger than downtown, and there's more gems to find from my experience, but either location is light years better than anywhere else nearby.
Westside does have a nice selection as well, but they have some serious problems with freshness (there's still 2 year old packs of Red's Rye sitting there for $12).
If you're a hop guy, I can see that, but ageable beers are fine to sit a while before coming home. They have a pretty widespread offering of bottles in that realm.