I also used Zachy's (ordered online, picked up in person) to get a mixed case of definitely not 1er cru in the 2000 vintage. I was impressed with the store and the experience, and would use them again, but I just haven't done futures the last few years.

I put up money I was willing to lose (150% of what I usually spent on a case at the time) in hopes of having some better wine than I would usually be willing to buy. One of my bottles is now worth more than I paid for the case (but I'm going to hold it for a while more, then drink it).

As others have said, it is not risk-free. But, financially, the return on the risk has historically been disproportionate to the actual probability of failure; Bordeaux futures have outperformed the stock market as an investment. However, futures prices seem to be higher these days.