I moved to Michigan from LA. I have yet to find any Michigan wine I'd buy, and I live 20 minutes from an area that has vineyards/sells a lot of wine.
If the OP is shipping a 'case', then I think the wine shipping box is the way to go.
For those just bringing a bottle or two along for a trip (like I do to countries whose exchange rate is kicking the US$ arse), I wrap the bottle in a couple of hand towels, then put it inside a plastic bag in case of breakage/to prevent spill, and then put it in the middle of clothes in the luggage so it's surrounded by soft stuff/won't break.
I'm probably jinxing myself here, but it's worked so far.
Cheers. Sharon