I think about this all the time! The thing is that I have a little more out there tastes in music (and maybe wine as well). Dazibao from Lilian & Sophie Bauchet paired with Health's "Get Color" was a fav. Something about the wine's effervescence mixed with the gritty electric textures of the music.
I've actually joked with a friend of mine about starting a wine and music club based on this concept.