We weren't really wine drinkers until after we started cruising on
DCL - we did a wine tasting once and were pretty much hooked! Tastings on the ship and usage of the wine package to try new things let us explore somewhat safely, and we've expanded our explorations slowly at home.
One thing we've often done before the trip is price our favorite wines that DCL carries at home, vs. on the ship. Adding the corkage fee, we make a decision as to whether or not it's worth the hassle to carry on. We did carry on for one cruise, but pretty much every other cruise we haven't bothered.
For example - we enjoy Fairy Tale Cuvee - which you can only get from Disney. When we last purchased it at WDW, it was $36/bottle. DCL's site is showing it as $55/bottle - so it's $1 less to buy it on the ship. We also enjoy Santa Margherita Pinot Grigio - we can get it at Costco for ~$20, or elswhere locally for $25. It's $44 on DCL, so not much of a savings (if any) to carry it on. For reds, the Louis Jadot Beaujolais Villages is $9.97 at Total Wine, and $34 on board - so again, a small savings, but not enough to overcome the hassle of transportation (especially if I have to fly).
Now I will say - we don't usually spend more than $20 on a bottle of wine to enjoy at home. If we know we love a wine, we might - but those are typically wines we've tried by the glass or bottle on DCL!

And in those cases the savings isn't usually that much.
We're planning a Baltic next year, and hope to be in France before the cruise - *maybe* we'll pick up a bottle or two to bring on board with us (we'll see). If we do, we'll most likely enjoy them in our room or *maybe* on deck watching the scenery (Yes, I know, not within the rules) but I doubt we'd take them to the dining room without paying the fee.