There are lots of things I love about eating out - the (hopefully) lovely food, the ear-wigging and people watching and savouring every mouthful, and, top of my list, that you are safe in the knowledge that you are not responsible for washing up.

The truth is that I don't do an awful lot of eating out. This is because the wine that I drink is just as important as the food and I am frequently disappointed by over-priced and unimaginative wine lists that invariably make me wish I was back at home drinking something altogether more exciting. Donning the Marigolds and digging out the Brillo pads seem a small price to pay sometimes.

Anyway, I have been buoyed recently by an exceedingly indulgent night out at The Harrow, Little Bedwyn, just outside Marlborough. It's a Michelin-starred restaurant with awards for both its food and wine.

The wine list is a massive tome with more than 900 bins listed. From Australia to Austria and vintage Bordeaux to vintage port, there's not a taste or desire that cannot be catered for.

But there are two things that make this list stand out. The first is the extremely good range available by the glass - everything from Krug to Sherry. The second is the sensible prices.

Just before I go any further, let me make it clear we did rather blow the budget but it was for a special occasion and, as I say, we don't do this sort of thing often.

Krug Grand Cuvée Champagne by the glass, albeit at £21, isn't something you see everyday and it was just too tempting to resist. Aromatically it was full of honeyed fruits and fresh yeast and the palate was as elegant and refined as you would expect.

Given that we had chosen different wines, it seemed sensible to choose the glass menu and sample a variety. I had Vinoptima Gewurztraminer 2003 at £8 from New Zealand with my starter. It's a wine I have loved and I was just as impressed with its lively tropical fruits and refreshing acidity. The other half chose the Australian Moss Wood Chardonnay, 2001 (£11). With a bottle age of seven years it was showing more mature fruit and had a deliciously cheesy edge. It had been imaginatively paired with the risotto starter.

Next came the main course and with it a St Clair Pinot Noir 2006 (£6) from New Zealand for me and the Australian Glaetzer Wallace Shiraz/Grenache 2006 (£6) for him.

In truth, I felt a little disappointed by the Pinot. It was perfectly enjoyable and well-made but it was a touch boring after the thrill of the Gewurz. The Shiraz/Grenache was a big wine in every sense; rich, concentrated colour with a huge amount of flavour. In the end we couldn't help but feel that it rather swamped the 24-hour braised shin of beef that we had it with but we were still very pleased to have had the opportunity to taste it.

No pudding for me but instead a plate of six cheeses and three different wines to go with them. The wine portions were very modest but at only £7.50 for the three there was more than enough and it was just so fantastic to try different wines with the cheeses. The first was an Ozzie Tamar Ridge Sauvignon Blanc 2007, which was generously fruity and seemed most at home with the milder, creamier cheeses. Next was a 1999 Pauillac from Château La Tourette, benchmark Bordeaux, and made a smashing partner to the Keens Cheddar. Last, but by no means least, was a sublime Alvear PX 1927 sherry (yes, it really was 1927). Rich, sweet, nutty and raisiny with vibrant acidity, it was just delicious. With the Shropshire Blue, it was an absolute treat. The other half was licking his lips on a Barros Colheita Port 1978 (£12) which was equally impressive and the perfect end to a wonderful dining experience.

It must all sound hideously extravagant but if I was to tell you that we had tried ten wines with our three courses and had spent £94.50 (including our very indulgent Krug) I would like to think that we had not done too badly at all. It was infinitely more exciting than being stuck with just one bottle all evening and less expensive than buying G & Ts and a couple of half bottles.

So you see it is possible to have creative, exciting, sensibly-priced wine lists. You've just got to be lucky enough to find them.

Click here for The Oxford Times Wine Club offers.