Federal Wine and Spirits is hands down my favorite wine store in Boston. The staff are friendly and boy, do they know their wine, beer and spirits. They are always willing to help with recommendations, and really know their stuff. They have a fairly large selection of wine, much of it in the cellar downstairs. They often get really special wines and beers, some of which are far outside my price range.
They have tastings every week. Usually the tastings are of wine, but they occasionally have beer and spirits tastings too. Every week they also put out a newsletter, which is filled with great info about their weekly specials, as well as general wine information. The store is small, but well stocked and you can find some really obscure beers here!