For those living in South East England, the solution is a day trip to Calais - a normal car will take 20 cases of wine (240 bottles) which is about the weight of 3 adults, and that should be enough to see you through the Winter.
For those else-ware the solution is a good wine merchant, or a local wine club,
A good wine merchant, even if they are an hour away, where you can go to tastings a couple of times a year is great, you get to try them all and only buy the ones you like.
A few years back I was given a freebie tasting of Champagne at a local wine merchant, I actually did try 40 different champagnes and other fizzy wines, and found the one I like (which at 'only' £25 a bottle is fairly cheap)
As the newspaper wine clubs are all run by the same company, you get a decent selection of wines for not an unreasonable cost, but for a little more enjoyable effort you could do a lot better for less