For exploring the world of sake, nothing is more helpful than a reliable sake retailer with a wide and varying selection. There are many such retailers in all parts of Japan, and developing a good relationship with one is key.
One such highly reputable retailer is Aji no Machidaya in Nakano. While not exactly centrally located, their incredible selection makes the short jaunt from Shinjuku well worth it.
Machidaya is not just a retailer; they are also a major distributor for restaurants all over Tokyo. Nor are they your average distributor: Machidaya is known as a purveyor of new discoveries of fine sake. Most of the "new faces" of the popular jizake world can be found here.