I happened into a really nice and very unassuming wine shop in Dallas today, and thought I would pass it along as a good, solid alternative to the big shops in town. The store has a good and diverse selection of wines in the $10 - $20 range (with most, $10-$12), and a few interesting choices in the $35 - $40 range. You won't find Beaulieu Vineyards here (but, hey, Costco sells that cheaper than anyone else can anyway). However, you will find a choice of two muscadet wines from the Sevre et Maine region of France, two Sardinian reds and a large variety of other interesting wines.
The place is called Vintage, at 3513 Oak Lawn (just North of Lemmon). The owner was there when I stopped by after lunch today, and he was very helpful in suggesting a few unusual choices, along with providing a great deal of information about lesser-known regions of France, plus Spain, Italy, Australia and South Africa.
Stop by when you're going someplace that lets you bring your own wine, or if you're cooking at home some evening.