I bring wine (and other spirits!) all the time down to WDW. we tuck the kids in bed and sit on the balcony for an adult beverage. we unwind, and save money by bringing our favorites with us!
When I buy the wine at the liquor store, I ask them to put one of those green mesh things around it along with a brown paper wine bottle bag....know what I mean? (if not, ask the clerk, they will know what I mean!)
Then I put the meshed, bagged bottle in a zip lock--just in case and roll my p.j. s around it (that way if there IS a leak, you can always live without p.js for a night.....go undies! lol!
you can also buy the single glass, mini bottles of wine, roll in paper towel, place in a sandwich zip lock and pack in your shoes........works great!
do not forget a wine key for the larger bottles though, I did once and it defeated the purpose.
have fun!!!!!!!!