I like Napa Valley Winery Exchange on Taylor between O'Farrell and Geary. The staff is friendly, and their selection is small but well selected. It might not be what you want if you're looking at a weekend excursion or learning trip, but when I need a bottle quickly it's nice to be able to walk in and walk right back out knowing what I bought will most likely be pretty good. Plus they offer a discount if you live in the Union Square/Tenderloin/Lower Nob neighborhoods.
When I need a bigger selection I go to K&L, the Ferry Plaza Wine Merchant, and less often The Jug Shop.