I don't know if you have spent much time in Canary Wharf but it is a pretty pricey place, so the Nicolas wine shop (in the shopping centre, through the doors just beyond all the clocks on stalks near the station) is a bit of a find.
As a wine shop it is pretty much like any other, with the odd offer here and there, but what is great is the small simple wine bar to the left of the shop. It is pretty un-obvious and as wine bars go, not the plushest. It has a wine list as you might expect, but what is unusual is that you can buy a bottle of wine in the shop (or Champagne - ofetn on offer) and they open it for you in the bar for a corckage fee of just one pound. So where as in most places you may end up paying double the price you'd pay in a shop, here it is just an extra quid!
If you do go I recommend getting a plate of their fabulous french cheese or their meet platter with great French bread. The waiters are really knowledgable about the wine too. read more