If you like Craft Beer, PEG is a good one that is centrally located, in the Exchange with a kitchen and a restaurant vibe. However, if you want to try some more basic tasting rooms, there are few in the West End and in St. James - not exactly walkable, but a short cab ride from each other. Half Pints and Torque have really nice tasting rooms and are in St. James near the airport. In the West End, you have One Great City (near Polo Park) with a full kitchen and restaurant. In the heart of the West End on Wall Street is Barn Hammer, just north of Portage. Now with a nice patio.
The Wall, Erin, Wellington Industrial area is actually a neat area to walk around. Its an old industrial area organized around a rail spur that runs north-south between Erin and Wall. It's slowly changing into a mixed use area with some interesting businesses like Barn Hammer, Goodies Bakery, Sleepy Owl Bakery, Long and McQuade, some antique/second hand stores, a huge flea market on 2 levels of an old warehouse (Thirsty's). Check out BGBX condos at Wall and St. Matthews (designed by the architects that did the Cube Stage in Market Square -
http://www.winnipegarchitecture.ca/bgbx/). Up at Wellington Street between Erin and Wall you have a cool second hand record store (Winnipeg Record and Tape), a new skateshop and a cool prix fixe menu restaurant in an old house: Cafe Dario.
http://cafedario.com/
This area is off the beaten track for sure, but would expose you to a very different and interesting part of the city.