Small bottles of sweet wine are generally dessert wines and are consumed in smaller amounts from really dried out grapes - this is why they are often more expensive than "normal" wine as you get a smaller yield of wine from the same amount of grapes (I'm assuming this, but it sounds right).
What you may want to do is look at sweet "normal" bottles of wine as opposed to dessert wines. I'm starting to develop a taste for good German Riesling at the moment - try get hold of one and see how you like the idea.