I've been to WW and also the place in the arches in Bermondsey St.
WW is great and the owner very friendly and helpful. he helped me buy a great bottle of Red for around £6. Just tell him your budget and a rough description of what you are looking for and he'll make some suggestions - came up trumps for me.
As for the place under the arches, as far as I can tell they largely sell to the trade, as in restaurants. But I found it open one Friday around 6ish. I went in and bought a bottle of wine which I was told is usually sold by the case to restaurants. It was £3 without a label and was really good. They also have loads of stuff you can try in there.
Thanks for this thread! I'm another fan of Majestic at Vinopolis (I don't drive but I do have a shopping trolley which is ideal for taking wine 6 bottles at a time) and I only noticed the existence of Waterloo Wines very recently while passing on the bus. I'm glad it's so good, I'll definitely try it!
Pont Wine Shop is my cellar of choice and I have enjoyed many an impassioned recommendation from their staff. They also do elegant gift wrapping if you are gifting wine which is a nice touch - so elegant I confess to many incidence of self gifting...
Pont do regular wine tastings which are generally £10 a pop and refundable against purchases on the night. If you would like to go on their mailing list then email [email protected]
My other favourite is Bedales in Borough Market for a fabulous basement cellar and the fact that if you cannot wait to get home you can pay £5 corkage and enjoy your purchase in their ground floor wine bar or on their patio with or without delicious market fresh deli plate.
Gin is my favourite tipple and Jensen's Bermondsey Gin is a lovely drop of Mother's Ruin. I was given a bottle as a Christmas present and you can buy it from Bedales, 5 Bedale Street but it cost £25 a bottle. I'm putting on my Christmas list this year. Hic!