That depends on what province you're talking about. In Ontario, there's a competitive relationship, because the wine industry has something like 350 off-site stores to compete with the LCBO. In Quebec, the SAQ competes with the depanneurs. In British Columbia, the British Columbia distribution brands compete with the winery sales, so yes, in some provinces there is some competition.
On March 27th, 2012. See this statement in context.