While I don't begrudge those who shop for wine online (I used to, as well), I've found that the best strategy is to establish a solid relationship with a local wine shop. I've been working with a local store and they're more than happy to get whatever wine I want (within reason) and charge me below their regular retail (and typically less than the all-in-cost, including shipping, of internet merchants) because they know that I buy exclusively through them and I'm a good source of business. I've made a number of referrals, and my friends are all getting the same deal. My vendor has gotten to know my tastes, and has frequently offered me a "private" tasting of varieties that he thinks I'll like. I give him honest feedback and we go from there. I've been able to eliminate a lot of the guesswork out of my wine shopping and I'm finding that I get a lot more value out of my purchases now than when I was buying over the internet.