Some of Uinta, Squatters, Wasatch, & Zion's Canyon beers can be found at grocery stores. I'm not sure who else is selling in the grocery stores downtown anymore. Moab Brewery may still be in Whole Foods.
The thing is that until about 7 years ago, most of the breweries only made 4.0% Beer because the only options were selling in grocery stores or at liquor stores. Gov. Huntsman pushed through the law allowing breweries to sell direct to the public. After that they all started producing bigger beers.
Also, if you want to be served on tap, the beer still has to be 4.0.
To buy direct from the breweries:
Uinta's brewery is on the west side of SLC (1722 Fremont Drive). I think it has limited hours of being open to the public. At least it used to.
Wasatch & Squatters share a brewery on 1763 South and 300 West. There are also some bottled Squatters beers available at their brewpub at 147 West 300 South.
My opinion is that Epic is doing the best & most interesting beers right now. You can only pick theirs up at the brewery or a State Liquor Store. The brewery is 825 South State Street. They are also the only brewery that is open to the public for Sunday sales because they opened a "restaurant" inside it.
All the State Liquor Stores should have a good selection of local beers. The generally agreed upon Liquor Store with the best beer selection is 1615 South Foothill Drive. State Liquor Stores are not open on Sunday or Holidays.