The same folks that brought Spokane the Rocket Bakery and the Rocket Market have just opened their doors to a new specialty beverage grocery store called Bottles. It's got a great selection of wines and beers, many of them from local sources. They've got a good selection of beer from the Iron Horse Brewery in Ellensburg that I'm looking forward to trying. The other local beers I've come across so far are Laughing Dog, available at Yokes, URM, & Bottles, and Coeur d'Alene Brewing Company, available at Costco. Northern Lights is also a local one I haven't tried yet.
UPDATE: Forgot to mention that Bottles is located right next to the original Rocket Bakery on Argonne Rd. in Millwood.