For short getaways to the U.S. we often bring a few bottles of excellent Blanc de Blancs Champagne (not a famous name, but a small producer who in our humble opinion offers superior quality at a better price). At $20/bottle, even a corkage fee of the same amount makes for a better dining experience than ordering a French Champagne off the wine list for >$100.

We've now learned that bringing a spare bottle to dinner to share with the wine steward and other tables often results in the corkage fee being waved (and creates an atmosphere of mirth).