Ahem, hi Terps!!!
I was in Vegas just before Nashville, and while I was warned about the prices at 55 Degrees (not overly expensive...just not a deal!). As a Canadian, I was quite pleased at the selection since most of the stuff in stock is not even available here, with some bottles that were available here, but I missed out on. With a design that is ultra cool, lounge-type music playing, and a tasting bar, I was like the proverbial 'kid in a candy store'. Even if you don't buy anything, if you're at or near Mandalay Bay, you've gotta stop in.
The only other place I can recommend is the Wine Cellar in the Rio. The wine we had at dinner that night (at Fiore's) came from the Wine Cellar, which is located in the basement (!!!) of the casino - or is that one floor down from the slots? Walking through the store is like walking through a grotto or a cave, and they too have a good selection. They also have a tasting bar and I recall being surprised at what they were offering.
We were only there for 4 days with 4 other couples, so breaking away to hit the off-the-strip wine stores was pretty much out of the question.
Hope this helps!