Almost everywhere is cheaper than Thailand.
Check out these shops, best buys/prices:
Navy Bottle Store, St 172
Supercheap, St 360
Superstore out near St 1003
Makro and Aeon both not really worth the trip unless you like fresh salmon
One and One, St 271 opposite Phnom Penh Sports Club, 1.75 Lr Ozone vodka, $9.50'
There is a blended whisky, Sir Edwards, around $9/ Lr, not bad, but hit and miss, depending on case, as with most lower-end blends