Customs isn't the biggest problem when it comes to bringing wine back to the US, if the wine isn't accompanying you. The new bio-terrorism legislation is. We're moving about 100 bottles back to the US from France and our mover refuses to help us with the bio-terrorism online filing requirements. It will take me about 10-15 minutes per bottle (unique bottle - if I have 6 identical bottles it's only 1 entry) to complete the form online, and it's a major hassle to collect the required info (I don't have some of it) and submit it.
The customs, excise and duty costs aren't that high - maybe as much as 3 euros a bottle (and quite possibly less). On a 10-18 euro bottle of excellent champagne from an independent producer, that's a better deal than what you'd find in the US. But shipping it separately will be expensive (and a hassle, due to the bio-terrorism information filing requirements).
Limit yourself to 6 bottles (each) and you should end up with some good value souvenirs you can bring home in your suitcase.