"A good wine club forces a person to broaden his portfolio," says Mark Oldman, author of Oldman's Guide to Outsmarting Wine.
That said, some stores use clubs to get rid of excess inventory. So ask for a list of last year's offerings and check it against something like Hugh Johnson's Pocket Wine Book before signing up your oenophile.
Oldman likes the club run by New York City's Italian Wine Merchants (212-473-2323). The store - co-owned by chef Mario Batali - carries many wines not sold anywhere else in the U.S.
Club members get three rare bottles a month, a newsletter and a guide to Italian wine.