.... the best wine merchants in the UK are Berry Brothers & Rudd. With a flagship store at 3 St James's Street which appears to have "changed little since 1698" !? But now & very conveniently near for me a new Factory Outlet opened up at their warehouse in Basingstoke - offering at least 25% discount, but if you look around (and ask), probably even better deals than that are to be had.
Courteous, knowledgeable & friendly staff are always in attendance, with a great willingness to share their knowledge & even crack open a bottle for a small ad hoc tasting if required.
Latest gems found have been... Dog Point Sauvignon Blanc, cheaper & better than Cloudy Bay in my opinion. A fantastic Rioja - Vina Arana Reserva La Rioja Alta both recommended by the staff at the Basingstoke shop - I have been back & bought more since the couple of bottles I picked up at the time.
Also worth a try are the Berrys' Own Selection range for good every day drinking wines, I have yet to try their New Zealand Sauvignon Blanc or La Rioja Alta, but I'm sure they will be great alternatives to the favourites listed above.
If you know what you want, you can even buy online, then pick up a few days later.