Depends on where you live. If you live in the US you will probably find Champagne much cheaper at home--due to, among other things, exchange rates. This is true of the big brands.

However, you will also find many varieties which you would never find in the US--some great, some not so great--locally. Try the vintage Champagnes from smaller producers for a very local experience. And don't worry too much about getting ripped-off. Just about anything in Euros is a ripoff for Americans these days. Thank you, Mr. Bush.