I enjoy both options. We have a decent-sized wine celler and enjoy bringing our own bottle from time to time. Out of respect, we seldom bring a bottle to a restaurant that has a very extensive wine list though or that has something that would compare to what we would have brought. At the same time, we enjoy trying new things that we might not have considered purchasing before.

In Australia, we very much enjoyed the large number of restaurants that sold no alcohol, but would serve your own bottle for about US$1-2.