It can be a gamble, but I've found some very drinkable bottles at Warehouse Wine & Spirits down by Astor place. Their prices are competitive for the area, so I usually pick up some wines to try while getting my bargain liquor. I go there over Trader Joe's usually because they have several different organized lines so there's not as much chaos as there is at TJ's.
I think it depends on what you ultimately want.
Do you really know wine and are looking for some specific type from specific wineries? Are you just looking for resonably priced wines in general? Certain wines to pair with certain foods? Is price an object?
I happen to adore Trader Joe's for my "everyday" wine selections. They have lots of options and prices are incredibly reasonable for these types of wines.
Astor is also terrific. I tend to head there when Im having a dinner party. More space = more variety to choose from.
Staff at both location is helpful.
I often walk by Bottle Rocket (my office is nearby), but have never been in. Good to know that it's a decent spot to stop!
I highly recommend Bottle Rocket on 18th between 5th & 6th. They have reasonably priced, high quality wines from around the world. The store is organized in two ways, first by cuisine -If you plan on eating X then you may want to consider drinking wine Y.
Then around the edge of the store they are organized in the more traditional fashion: by region. The staff are extremely helpful.
I also really like Moore Brothers - Again the staff go out of their way to make sure you're comfortable with your options and help direct you to some very good wines.
Well, Moore Brothers on 20th near Broadway is a great shop in general, but I don't think they are strong at all in the countries you mention. They are also fairly pricey.
Union Square Wines is now down on 4th Ave around 13th. They have a broader selection, with good US wines and at least decent in Spainish and Australia. Prices are not cheap, but they often run a fairly generous case discount.
If you are willing to go a little further south on Lafayette, Astor wine is a mega-mart with a broad selection and cheap prices. They have most things, high and low end.
A little further west, on 14th near 6th Ave is Crossroads. It is a small, confusing shop with a good staff. Some people love it, others hate it, but the selection is very good in your target areas. Prices are OK, and they run a special from time to time of 30% off wines over $30, which is great.
Union Square Wines is so overpriced, it's laughable.
Crossroads is fine, provided we're talking about a new release that's been on the shelf for two days or less. Anything older is likely heat damaged, since Crossroads cares nothing about proper storage.
Get on the Subway and go to Chambers Street Wine downtown, or Garnet uptown, or call for local delivery.