The is a Public's Market and Eckerd Drug near 17th. I have found that Publics usually has a great wine selection at fair prices. You can also pickup your soda or sparkling water, there too. It is less than 5 minutes from the pier.
Across the street from the Embassy suites there is a mall with a super market and a deli. To the left of the mall (within the mall) there is a small liquor store in the back next to a sea food restaurant. Don't confuse this with the big liquor store to the left of the mall.
This small shop has got the best of everything at prices that I have not found anywhere else in FLL. The wine selection is excellent.