Provo/Orem, Utah wines stores
You'll need to find the closest State Liquor Store. There are no independent merchants in the state. There is a wine-specific store in downtown Salt Lake City, but with gas prices being what they are it would not be worth the drive. Selection is actually pretty good, prices can be on the steep side.
There are 2 state stores in the Provo/Orem area:
166 S. Freedom St. in Provo
1688 N. State St. in Orem
Now, I've never been to either one, so I can't say anything about their selection. The 2 best stores for wine in Utah is one down in Salt Lake City - sorry, but I don't know it's location, and the one in Park City (in town on 1901 Sidewinder Dr). They are specifically designated as "wine stores" not just liquor stores. It's not officially shown anywhere as such, but numerous articles in the local newspapers have let the word out. I use the one in Park City. It has a decent selection. All of the high end restaurants in town have to get their wines from there. They can order in special ones. The folks up there sometimes order a little "extra" to put in the store.
Take a little scenic drive up through Provo Canyon to Park City. Heck, some of us take the scenic drive through the Uinta Mountains to Evanston, WY, to pick up alcohol sometimes when the state store doesn't carry it (like when Stoli Vanil came out) :-)
the downtown SLC wine store is about 250 S. 300 East, across the street from Gourmandies Bakery.
the selection is quite large. Yes, they don't have everything, but neither do traditional retail wine stores. The prices have been good, I've found, you don't get robbed blind on mark ups. Plus, the folks who work honestly know a great deal about wine and have never been disappointed with their suggestions when I've come running to them with a menu and no idea what to pair it with. Wherever you go, just have fun.