As far as travel shock is concerned, not much you can do to avoid it if you are travelling. It just happens. I have some wines that are shipped to me with a notice from the wine maker asking that wait 4-6 weeks before drinking so that the bottles settle down after shipping. Probably more extreme than needed, but most of this stuff is to age anyway so I've never opened one right away.
My experience has been Old World wines with some age on them (20+ years) suffer travel shock more than others. Particularly Burgundy. But I think it affects all wines to one degree or another.
I Googled "styrofoam wine shipper" and got a ton of results. Here is a good one:
http://store.uhaul.com/master_produc...il.aspx?id=169
I keep several 3 and 6 bottle ones at home, these are actually quite common.