If there is a Wine Discount Center anywhere near where you live, the prices are lower than Costco's, and they have a great selection of wines. (And on Saturdays, you can sample most of them for free between noon and 4, at least you can at the WDC nearest me.) They have what they have, as opposed to always having everything you're looking for, but they have mostly good stuff at very good prices. I always pick WDC over any of the warehouse clubs when I'm looking for wine or champagne.