Honestly there aren't very many liquor stores by the strip, mostly just small convenience stores. The closest actual liquor store is probably the Lee's Discount Liquor on Las Vegas Blvd near the South Point Casino. That's about 5 miles south of the Mandalay Bay(which is the southernmost casino on the actual strip). They will have a decent selection but not great. Most of the typical import stuff, and most of the big name American craft beers(Sierra Nevada, Rouge, Stone, etc.). They also carry some Belgian 750ml bottles.