Visited 55 Degrees, a wine bar/wine store last week while in Vegas -- ultra-cool and highly recommended. It has an eclectic collection that is pretty broad (e.g., Lebanese wine and New Mexico sparklers) and very deep for certain regions. Strategically located in Mandalay Bay, 55 Degrees claims to have the most diverse wine selection in Las Vegas with over 1,700 wines.
Plus, it was founded by Andrew Bradbury, wine director of Aureole restaurant in Mandalay, who has hired a very knowledgeable staff noted for their recommendations. A stop at 55 Degrees will certainly be on the agenda for all future Vegas trips!