As an expatriate Aussie who can't do without a good bottle of red, I have often brought multiple bottles back with me.

Usually come through LAX or SFO, and have had no problems. I always declare the wine, as the duty is ~10% of the purchased value of the wine. Have only had to pay once, usually they wave you through. Never had problems transhipping when I lived in Boston.

If you're looking for packaging materials - trying calling Eltim Enterprises in Mildura, Victoria (03) 5024 8688 according to the White Pages - they should be able to direct you to a local distributor. They make styrofoam containers for wine that are the best I've come across. The system is modular, so a container can hold 3, 6, 9, 12 etc bottles. I find that 9 bottles makes a nice manageable size and weight.

A word of warning - UA can be a bit picky about accepting the luggage (have never had problems with QF). At my last check-in 2 weeks ago, the agent reluctantly agreed to accept the package when I told him it had been professionally packed. Also the random check of checked luggage folks made me open the package so have some extra tape handy!