Maison Joseph Drouhin

You must book ahead for this! It's a great visit to a high quality winery / producer (it's not cheap and you will need reservations). It's located right in town and offers history along with tasting, as it served as the cellars of kings of Burgundy and France.

Patriarche Pere et Fils

This is the largest and most impressive wine cellar in town and offers a tour of some of their three miles of caves followed by a tasting of 1o wines (a better deal than the Marche aux Vins -  though perhaps not as broad a sampling as focused on one producer).