Supermarket!! I would go to an enoteca only to buy a bottle for a special occasion or important present. On the other hand, an enoteca might do shipment for you, while if you buy from a supermarket you will have to arrange that on your own.

Coop and GS as mentioned in another post carry a good, extensive selection of wines, so does Esselunga in Northern Italy. If you opt for supermarket buying, check prices. A decent bottle will rarely be under 5-7 Euros