you have a car? Khoury's Fine Wine and Spirits is awesome. IMO the best bottleshop/bar in vegas. White cross is downtown. Good selection there. Whole foods on Las Vegas Blvd is good as well. There is a thread that @Destral made. Check it.
Did you try asking people who live there? http://www.beeradvocate.com/community/forums/us-mountain.12/