Does anybody know of a liquor store in Montego Bay where I can stop and shop for wine on the way to Treasure Beach?
Sure do. Hiccup! The new Super Plus has a (for Jamaica) good selection of wines at a very reasonable price. This is located next to the new Kentucky Fried Chicken as you are leaving out of town.
In particular, Rebecca's recommended in the past to us the Chilean and Argentine merlots, malbecs and chardonnays at SuperPlus which run about US$8-15 bottle for decent, non-plonk wine. If you're a wine fancier or drink esoteric brands, you can bring in 2 duty-free bottles per passenger/just wrap in bubble wrap in put in your carry-on luggage.