I'm also told that the College has two wine cellars from which Fellows can purchase wine, and there is a Food and Wine Steward to help you choose. There's also apparently a portion of the Fellows' Cellar set aside for storage of the Fellows' own personal wine, with a butler to help you figure it out! A step up from my current wine storage system, which is sticking the bottles on top of the fridge. (I may end up keeping at least one bottle on top of the fridge anyway, just in case I really really want a glass without going down into the Fellows' Cellar.)
Cooking does mean grocery shopping, of course. There seem to be a couple of grocery stores around central Cambridge, so that'll work out.
Question for People Who Know: Is there a difference between Waitrose and Sainsbury's? Which one is better?