H.B.
St. Croix Vineyards, close to Stillwater, is a lovely winery with wine tastings. They are open year round. Very reasonable wines as well. You'll want to check out their website:
http://www.scvwines.com/about.htm
If that's too far, there are plenty of wine bars that have multitudes of great wine to experience. Here are a few I know are great (can you tell I'm a wine fan?)
http://www.brixwine.com/home.cfm
http://minneapolis.about.com/od/restuarantreviews/gr/Zeno...
http://www.theriverview.net/
http://www.beaujos.net/
Hope this was helpful!