I get my best deals at Walgreens - some of our drug stores in AZ have liquor departments and there are good sales if you watch the Sunday ads.
Being a very frugal person I do not buy liquor---can't afford it.
Here, you have to go to a state licensed liquor store for the hard stuff, but for beer and wine, the supermarkets have good deals frequently. I've found some lower priced wines that I like, so watch for sales and pick up a bottle here and there. It was simpler in California and good deals abounded.
One can always make their own, I guess. That's the cheapest way.
For wine I go to Trader Joe's & buy it a case at a time. Figures out to a bit over $2 a bottle and I especially like the cabernet & chardonay.
If you are paying $2.00 a bottle at Trader Joe's, you are paying too much!! "Two-Buck Chuck" is $1.99 a bottle (single); it's great wine, and has won awards when the wine tasters didn't know in advance what they were tasting.
Wine is an occasional treat. At $1.99 a bottle, it's probably cheaper than soda, and better for you.
For the hard stuff, watch the newspaper ads. Chain stores advertise prices and try to beat the competition. Here in FL, I shop WalGreens, Albertsons or ABC Liquor Stores for the best prices.
They also sometimes run coupons or have a cash back program, like ABC does.
BTW... Oak Leaf wines of California... $2.97 a bottle here at WalMart. Tried all of them... the White Zinf. was the best.
Ah, "Two-Buck Chuck". How I miss Trader Joe's. That wine is darn good and the reds improved a little with age. Here in Montana, I feel lucky if I can find something on sale for $4.99, but I've found that I like Barefoot and some Australian wines and the supers will have them on sale.
In order to get the best prices on liquor where I live, I have to break the law. In PA, the state sells the liquor, so all prices are fixed by the state. You can get somewhat better prices if you are able to shop the state stores that are near borders of the state, but if you leave the state to buy liquor, you can be arrested when you return, if you are spotted. Some really dumb people would leave the state and head for the nearest liquor store just outside of the state line and buy there. The prices would be great. Problem was the state liquor control board was well aware of the practice and would frequently have people in unmarked cars parked nearby these stores and follow people back to PA, where they would be pulled over, the liquor confiscated and a summons issued. Mail order booze has to go through the state liquor control board and they add their cut to the price.
I have bought liquor outside of the state when I am traveling far enough to make it worthwhile, but I don't make a special trip to do it.