We just buy our wine at Disney. Each of the resorts do sell alcohol, and wine - and of course, going to Epcot to purchase wine is a fun experience, we may do a wine flight at Germany, Italy, France, and purchase wines there. I do try and keep up with the costs of wines... For instance in Italy the "red" champagne that is popular - Rosa Regale, is sold in our liquor stores for $20, the last time we went to Epcot the cost was pretty close.
They do not let you carry the bottles through Epcot, but they do send it to the front for you.
We had a reservation at AKL. Boma, and went looking in their resort shop and purchased a bottle of African wine there too -
so there is that option as well...