Many options, but don't forget that you usually 'get what you pay for' lol. Most wineries & retailers offer case discounts but I'm guessing you knew that already 🙂
Wonder if you could do a marketing co-effort with a (likely smaller) winery - better price for you, more publicity for them?
Some wineries run great inventory-clearance or special-offer sales, often on-site only. If you are looking for a nice day in wine country, ask some wineries whose wine you like if they have anything on offer to make a trip worthwhile. Of course by the time you count your time and gas and etc. it will probably be more cost effective to just buy something at a nearby retailer!
If there is more than one Costco nearby, check them all out - their inventory can be very store-specific.