I have had good luck with the retrievers. But a new bottle costs $1 (around here anyway), so I don't really want to spend too much time and energy on it. There's also a method using a piece of cloth. Have a look here
There is a video on youtube that shows how to remove a cork from a bottle using a plastic bag. Try this link. If it doesn't work type Removing Cork from Bottle in the search. I did and it was the first video.
I tried this & it worked.. I wasn't able to get it the whole way out of the bottle [I guess I am not a very strong female lol] But I got it up to the tip where I could use a wine cork opener to get it out.. Thanks!