The Old Town Wine Cellar is beautiful.  It's an old Sears building or warehouse and has been featured on the Arizona Highways show.  It's right on Main Street so you can't miss it.   The Wine Cellar is run by a wine god named Mike and he can recommend great wines for you and your guests as this comes very naturally for him.  He also holds wine tastings on Thursday and Fridays usually about 4 - 8.  $5.00 will get you 5 tastes of different featured wines and a premium pour (full glass) cost $10 featuring a more upscale wine.  It is so much fun there and lots of local people attend.  The Cellar is closed on Sundays and Mondays.