There are three likely places, but it is a goodly walk from the pier. Across 17th St. Causway from about where the Embassy Suites is, there is a strip mall with a Publix that has a decent wine selection. There is also another liquor store at the end of the shopping strip, and a Crown Liquor with a good wine selection just across the side street from that. We usually make most of our purchases at the Crown, but the Publix gets some of our money.
Again, it's quite a walk from the pier, but not impossible. You should consider the prior poster's advice and ask the taxi to stop there on the way.
paul