First off, it would be best to stick with Reciporcal States. For more info:
http://www.wineinstitute.org/shipwine/anal...ro_analysis.htm
I am not up on all of the latest shipping laws, but I know that there has been some improvement in the last few years. Unfortunately, liquor laws are a Constitutional issue

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I once put together a Business Plan for what I called, Progressive Wine Pricing. Basically, the more one spent in the last 12 months, the greater the discount they would receive, getting down to a 10% mark-up over cost. The whole system was based on NOT carring inventory. All orders were on a case basis. Orders were held until the deepest distributor discount could be obtained, then shipped.
I can have orders shipped to a Bonded Warhouse and then pack those orders and have them shipped for a minimal cost (Like $50/pallet/month storage). Since most of the wine sales take place in the Recip states, I figured I do not even need to worry about the others. In fact, it could work with just CA alone.
Since I no longer think about wine as a "job", I was just thinking about cutting costs and getting my own liquor license (Beer & Wine, Off-sale, about $6000, $9000 tops) so I could buy wholesale. I alone would break even with the amount of money I spend on wine. (14 bottles a week, $15 avg. = $14,000. Even at a low mark-up that is $2800/Year to the retailers).
There must be a few people out there that could benefit from this arrangement as well. Hell, the whole set-up would be less than 1 months content

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Before porn, wine was my life . . . even today, it is a big part of it . . .