It may depend on where you live, and what type of fancy wine bar! I have been in CA wine bars which are more on the casual side. Here in Boston we have various types of fancy wine bars, so it's very much an "it depends" sort of thing!
There's the type that people go to after work for happy hours, so a day-into-evening type outfit works well (i.e., take off your business suit jacket to show a sleeveless top; add dressier earrings, maybe some dangly bracelets, and dressier shoes; take your hair down, add darker lipstick and swap work bag for clutch).
Then there's the uber-expensive fancy wine bars where the waitresses all look like models, and dress all in black with very tight, short skirts and plunging necklines... tastefully done. For this sort of bar, you can dress like you would for an evening wedding if you want, and pull out all the stops with a slinky cocktail dress and strappy heels.
Then there are the fancy wine bars in the south end, where people might go before attending alternative theater. For alternative theater you don't need to dress up as much as you might for a broadway production. So emphasis here is more on smart casual and dark skinnies would be perfectly fine, as would wrap dress with knee high boots.
Do you know where the bar is? Can you perhaps google and get some clues about the atmosphere?
When in doubt, I suspect you can't go wrong with the outfit Telly suggested; that would fit in with all the various type wine bars I've listed. Or, a tasteful black cocktail dress (classic LBD). Yes it's the "safe" choice.
If you have a lot of potential interest in this guy, I might go with the dress.
