One thing you should know is that is illegal to ship wine using the post office (USPS).
I am not sure the following is 100% accurate, but here is my understanding: It is not illegal to ship with UPS or FedEx, but it is against their policies if you are not a licensed distributor. (And it could be against state laws.) What many of us do is to label the wine as "Steak Marinade," as this is an accurate description. Personally, on the rare occasions I have done so, I just put it in an unlabeled box, take it to UPS, and don't reveal the contents.