I have a pretty good connection who is a distributor and can catch some nice deals from time to time on really, really good vintages. Nothing better than a great Bordeaux, IMO. A lot of the "common" wineries also offer high-end lines that are heads above the mass-produced stuff. He also turns me on to some of the lesser-knowns that put out a great product.
Wine is complicated, so keep an open mind, and don't be afraid to ask for advice from store operators or good servers. They are usually in the know. Above all, if you like it, that's all that matters. Screw the snooty.