It is not central central but is well-stocked
and the prices are the best, look in the search engines (Spanish ones) for Santa Cecelia.
If you want something more expensive but the best well-stocked wine shop in Spain (1500 different wines) the Lavinia in Ortega y Gasset st is your choice.
Cava: any Codorniu and of course Hughet of Can Feixes winery
Rioja: Finca Valpiedra 96 and Marques de Vargas 97
Sherry Cream: La canasta or Bristol Cream
PX: Don PX 1972 winery Toro Albala
and if you feel loaded on that day then go for Matusalen I think of Gonzalez Byass but no sure ........ummmh.......