To answer your question, no.
It's gonna depend on what you're looking for...
Some PPs have mentioned where to find liquor if you have a car. We go during NYE and like to have something to toast/a few beers to drink that night (we don't do the parks).
You can go to the Speedway by Disney Springs or the Boardwalk. The markup on beer is pretty significant at the resorts, so we usually take the walk over to Speedway. At the end of the day - are we saving much? Not really.. but we do plenty of walking around Disney already - what's another mile or so?
We're also fans of the wine and champagne in the France pavilion in Epcot. It's not horribly priced and it's usually very good. You can find most liquors you need throughout World Showcase.
I believe there's also delivery, but again, when it's all said and done you may as well pay the up-charge and buy it at a gift shop.