The Corridor - Perfect
The Perfect Pour - Pricey, but great selection
Jasons (on rt 40 in Ellicott City) - Good selection, moderate prices
Dawsons (in Severna Park) - Good selection, free tastings on Fridays 4 - 7pm
The corridor is your best bet. Some other good places are
Jasons on rt 40, the Perfect Pour (great but pricey selection) and Dawsons in Severna Park. Never been there but a buddy of mine tells me that Bay Ridge in Annapolis is a great place too. He got a bottle of Tactical Nuclear Penguin there - hard to find elsewhere.
If you are in Frederick you should check out Riverside liquors. Everything under the sun including great cigars, wine and if they don't have it in stock they will even order it for you. Great family owned business where they remember your name after your second or third time there. Love that place.