Where I live, it's -5 to 0 F outside today. Just as an experiment, I took two identical bottles of wine, a cheap Tempranillo I've been drinking lately, and put them outside, in a shady spot on the porch. I packed one inside a styrofoam shipper, and put it in a snug fitting box, the other, standing upright, no protection. I checked in on them after three hours. The exposed bottle was pretty much solid, with a cork that had pushed up through the foil two inches. The other one (I opened it to check), was very cold, but had no ice build up, and an intact cork. It tasted fine.
With really hot weather, it's a no brainer, you'll get damaged, crappy tasting wine in a hurry. Shipping in extreme heat is a no go no-brainer in my book.
With cold weather shipping, people seem to get equally nervous about it, and I'm not sure why. We know that wine freezes in the low 20s F, the teens if it's got high sugar or ETOH. Someone might have other opinions, but IMO, if wine gets cold, but does not start to freeze, it'll be unaffected once it's warmed up. Basically, so what if it gets down to 30 degrees, or even a bit colder, no worries, IMO.
After reading through the B-21 thread, I have to ask:
I am curious, have you ever received a frozen or otherwise verifiably cold-damaged bottle that's been shipped to you? If so, what was the situation?