Hedonism Wine Shop, London
Yeah, I have been a few times. It is really good for a look around, there is some very rare stuff in there. Great selection of spirits and wine including over sized bottles. The staff are very knowledgeable and friendly.
I have also been at a whiskey tasting there which was great- I think you can register some of your interests with them to get invited to things.
For some stuff It is obv not as cheap as you can get on the interest for but a lot of bottles in there are very fairly priced.
Despite the terrible name, I was blown away!
Stunning interior and fantastic staff. I was slightly terrified on my first visit of breaking something (be very careful with your bags knocking things), but definitely worth looking around. Don't be afraid to ask one of the staff for a tour either (if they're quiet in there), it really is fascinating to get their insight, especially the collections and rarities they have there.
Also, downstairs there are wine sampling machines that allow you to taste various wines in 25ml samples (above that becomes a licensing issue). You ask for a smart card (like an Oyster card), put some money on it, then help yourself! There difference here is that some wines are just a pound or so, whereas others are £30+ for your 25ml sample. These are wines that you never even see available by the glass elsewhere, so can be a real treat to taste. I've been a couple of times just to do that with friends.
Highly recommended! (if you hadn't guessed!)
Those sampling machines are excellent. Across from South Kensington Station there is a wine shop called The Sampler and they have around 50 wines (or more) available to sample, and they also serve charcuterie, cheese and baguette to make it in to a memorable (or not so depending on how many you sample) afternoon.