For those shopping at Costco, I can tell you what I have tried and my comments regarding their offerings...
They carry 2 Amarones - Masi and Tommasi. I personally slightly prefer the Masi, but both are excellent and really well priced at $33-37. As mentioned I have tried and really liked Volver (Spain) at around $20, and the Wente (US) chardonnay at about the same price. I have had the Penfolds St. Henri Shiraz at $70 and while it is good, I think there are better options out there for a better price if you are looking Australian shiraz...
They are carrying a couple of notable Beringer offerings - the Quantum blend I believe around $40 and the Private Reserve Cab at $99, which is their top offering. The Quantum is excellent. They are carrying the 2013 Private Reserve Cab, which I purchased but have not tried. I have had the 2002 and 2010, which are superb. Speaking of 2010, Coop has it on sale for the same $99, or at least still did last week. These can sit in your cellar for 20 years.
Stag's Leap cab at $37 is excellent value. Have tried several vintages.
Their current top offering is the Joseph Phelps Insignia blend at $360 (I believe, unless it's $260). I believe they have the 2013 only right now. I drank a bottle of the 2012 in Arizona, where Costco had it for $140 US, and it's the finest wine I have had to this point in my life. The 2012 got a 100 rating. I brought one home with me as well.
P.S. I should add, as I mentioned further up, their Clark & Telephone pinot noir at ~$37 is excellent value - it has the distinctive red wax seal covering the neck of the bottle, so hard to miss. I would stay away from their other pinot noir - they have a French one for around $15 (it's pretty bad), a Kirkland Russian River one (not bad) and Meiomi (ok). You are much better off getting the $37 bottle than the other stuff there at $20 or so.
One thing I have realized, as I have drank more
, is that the jump from $15-20 to $30-40 is very noticeable in terms of quality (obviously, there are exceptions). I cannot necessarily make the same generalization as you go further up - it's much more hit & miss, so you just have to try for yourself...