Costco has the 2015 Tignanello, for those of you that care about that sort of thing...
While in LV for my birthday, I had a bottle of Insignia and a bottle of Chappellet Pritchard Hill - wow, wow, wow. I would say that's the best 2 wines I have enjoyed to this point. I managed to get Co-Op to procure me a case (it came in a real wooden case) of the Pritchard Hill (for cheaper than it was available in Vegas liquor stores) and, of course, Costco carries Insignia.
Also, FYI, I believe every Vegas restaurant has corkage, so as long as it's not a vintage that's on their menu, you can BYOB. There is a superb liquor store if you head south on the strip past the airport with an amazing selection. I walked there from the Venetian in 90 minutes in 37 degree heat, but if you are sane, it's a cheap Uber.