Wine shops in London
There's a shop on Archway Road in Highgate, called "Wine of Course" with a really interesting selection, especially Italian wines like Aglianico del Vulture, Roero, Arneis etc.
Staff is very helpful. It's very close to Highgate Tube station (Northern Line) so it won't be a problem for you to get there from Canary Wharf.
Word of warning, BBR sometimes charges prices that fit its location. I have found the same bottles to be cheaper in Fortnum and Mason (of all places). It must be said that on those searches I have been looking at French rather than Italian. When I want Italian I have found either Carluccios or either of the two delis I go to in Little Italy to be as good as anywhere else. But they are generally low brow rather than 'fine' wines. As for my favourite Italians, I have to go to Sicily and I don't find that too much of a hardship!
I third the nomination for The Sampler. I went by myself and had a great time. :) Easy to get to from the Wharf...Jubillee to London Bridge and then the Northern Line to Angel.
Also, in Notting Hill, I think this is the other place with the Enomatic system and they specialize in Italian: http://www.negozioclassica.co.uk/eng-negozio.htm
And this is a really great store in Holland Park. Nowhere near Canary Wharf though. http://www.handford.net/
All the above shops are great recommendations... especially Jeroboams, who now own Laytons - good burgundy and bordeaux selection - and Milroys for malt whisky and single estate rums.
A shop worth seeking out, for somewhat more off-beat treasures is Green and Blue in East Dulwich... They import direct and have a bar where you can try the stock.
You might want to have a look at Corney & Barrow for Italian wines, inc. a good range of Tuscan estates if that's your bag. Happy searching...
Berry bros is great for fine wine and the website works very well.
For my money, the best wine merchant for fine wines in London is Lea and Sandeman. All wines are very carefully chosen, they cater from mid market all the way up. Maybe not cheap but really high quality, value for money wines.
Wines sales happen at a number of levels alongside the individual wine merchants (BBR is definitely worth a visit )
The supermarkets can actually carry some decent ranges because of their purchasing power. It depends upon the buyer at the time and their particular disposition. Interestingly, the Co-op, one of the lower ticket supermarkets has some little bargains at the moment. Best of all is probably Waitrose whose stores offer a "fine wine" cellar. The one at canary Wharf is one of the best so do check it out.
The next level up is Threshers which again has redefined the market by offering a 'three for two" on any mix of bottles in the store. There are one or two bargains to be found although the mix is fairly standard.
Up from that you have the Majestic (selling only by the mixed case ) warehouse whose offerings have become progressively less interesting over the years.
Next are the Oddbins/Nicolas group. Nicolas is the owning group and offers almost entirely French wines ( although they have had to offer a mix in some of their high st stores to attract footfall )
Oddbins has gone downhill since it was bought by Nicolas who don't encourage their store by store purchasing profile. In fact, I rarely use them now when once I was always in there.
Next are the Department stores such as Harrods, Selfridges etc who have more individual wines but at a premium ( often an undeserved premium ) The most interesting one is in Liberty's on Regent St which has a great Italian selection
Finally, my favourite store of the moment is The Sampler which has the Enomatic system ( the only one in the UK ) where you can sample bottles by the glass before purchase by use of a pre paid card
They have some very unusual and well priced wines and the owners are delightful too
It is in Islington so easy enough to get to and definitely worth a visit.
Hope this helps
re: Simon Majumdar
I'm in agreement with all Simon's comments. A visit to The Sampler is always fun. Definitely recommended.
I'd also mention Uncorked just off Liverpool Street, quite upmarket, catering for the City crowd but a good selection and knowledgeable staff.
Jeroboams is also worth checking out - jeroboams.co.uk
BBR is worth a visit but beware overpricing.
Yes, Berry Bros (on St. James Street) is a spot any serious wine tourist should visit to pay homage, as it is likely the oldest wine shop in the world. Berry Bros. has been in business for 300 years. While a portion of the shop has been modernized, much of it looks virtually unchanged since a long, long time ago.