I've had nothing but great experiences with several retailers. The ones I use most often include Wine Exchange, Wine Library, Pop's (NY), Sam's (Chicago) and Mark Ellis at Madison Wine Co.
I'm sure there are other great services, but all of these deliver prompt, pristine bottles with no hassles, and they all take American Express.
Incidentally, I also ordered 2000 Bordeaux futures from Wine Library and Zachy's and received them in a very timely fashion.
I don't compare price-for-price every single bottle ordered, but I bet these places are all competitive. And the lack of hassles makes any small price difference worth it, IMHO.
I just cannot see ordering from Premier Crap again!

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While I am busy with little things, I am not required to do greater things-St. Francis de Sales