I used to get dragged along to the Blackfriars Wine Bar in Southwark for after-work drinks occasionally, as it was near the office. I don't recall ever drinking wine in there, just overpriced bottles of Italian lager, which is probably missing the point, although I was there more for the company than the booze.
The idea of going out to drink wine seems slightly odd to me. Wine is something you have with dinner. If I'm going out for the purpose of drinking, beer is the preference.