Back on topic....you've received some good suggestions. The Cape has plenty of fine liquor and wine stores, with knowledgeable staff. They also have some bigger stores with not much service, but big selection. You should not have any problem.

If you go find yourself in Hyannis, or are looking for something particular, check out.

http://www.the-wine-list.com

there is a great wine store (package store/liquor store) in Orleans on 6A just before the rotary (round about). Just past the merge with route 28 there will be a windmill on your right. The store is on your left past the lobster pot. Good wines.
Please remember that the california and oregon wines are a much better deal than other "new world" or French wines.
The Nauset Beach Club in Orleans (on Beach Road on the way to Nauset Beach) has a very strong wine list and great Italian foods. Book in a reservation when you arrive on the cape. Worth a visit!
IBy the way, in Massachusetts the liquor stores are called "package stores."
If you're flying out of Heathrow, preorder a bottle or four from Berry Brothers to pick up at the airport and carry on! (bbr.com)

>>>>>>
in Massachusetts the liquor stores are called "package stores."
>>>>>>

as long as we are translating for sheila, let's get it right:
in Massachusetts the OFF-LICENCES are called PACKIES :)

don't worry, it's not rude in massachusetts.

Yellowbyrd's suggestion in Orleans is Orleans Wine and Spirit at Skaket Corners and the other Orleans suggestion is Windmill Liquors. And Luke's is fine too.

Sheila, I have read many of your helpful Scotland posts (dreaming of taking the kids there in a year or two)--thank you. My family is from Dundee and Scotland is very near and dear to my heart.

We own a home in Brewster so I'd be happy to help with any questions, arrangements--although CapeCodShanty is an excellent help to all on this board. My email is [email protected].

I know you said you were self catering, but if you have one night to eat out try the Red Pheasant in Dennis on 6A, they have great food and wine!

Thank you both, molly and ccrosner. I will definitely be in touch