I have purchased from pretty much everyone and I think the general rule of thumb is that it depends. On any one day, even the most expensive retailer could have a special that makes them the best price for a day. As long as they can actually deliver on that product, then it works. I find that I buy most of my non-auction wine from JJ Buckley and Wine Library (Ian). Buckley has very good pricing and good inventory (even online) of not just everyday goods but also high-end, older wines. Wine Library is very good for current release, but weaker when it comes to aged wines. Ian can usually get you what you need. Crush is excellent for Champagne, though not always the best price. MacArthurs in DC is good for CA, one of the few retailers that does CA futures. I have had good experiences with Beltramos, Grapes, Wine House, K&L, Acker Retail (Jason), BP, Benchmark and RL Liquid Assets. I won’t buy from Woodland Hills because they screwed me on some DRC. I will not buy anything from PremierCru unless it is stock. They are notorious for taking your money today and not delivering the goods until way past Tuesday. I am still waiting on my '05 Margaux 750’s from them and they make no apologies for the delay. The streets are flooded in '05 Margaux, yet they still have not got their shipment yet? I almost never buy from Sherry Lehman. I do buy some retail from Zachy’s, but only when they have specials. I have scored some great deals from them, but they are not easy to find. Their inventory is great but their everyday pricing is high and even their sale pricing is usually high, but now and then they have deal. Most of my auction purchases are from Zachy’s, followed by Acker and HDH.
I have used and enjoyed K&L for years but I even like TCWC in Chicago at least as much. Their web site is not as interactive as K&L, but their quality control and Pete Duffy’s hands on insistence of customer satisfaction can’t be beat. They won’t ship unless they consider it safe. You don’t have to worry about the weather.
I have recently also sent much of my business to JB Buckley. My experiences there have been great but I have read that others do not have the same satisfaction.
We actually just found a fullfillment center that will ship to all 50 states and they weren’t out of sight on shipping costs, a little more than the standard shippers but worth being able to ship anywhere.