A bevy of new wine clubs aim to make participation more entertaining than just receiving a few bottles in the mail—using personality quizzes, interactive videos and sports-tournament-like brackets to tease out preferences and teach members about wine in the process. But with the wrong picks, they can still be a budget drain.

"Most wine clubs are based on a model that launched in the '80s. They all send everyone the same wine … red or white isn't enough of a choice," said Jay Sung, CEO of Lot18, which in May introduced the wine club Tasting Room.

Tasting Room uses a $10 starter kit of six mini bottles—four red and two white—to determine members' taste profile and decide which wines to send in the first $85 kit. Rating those wines refines the selection for future shipments, which cost $149 plus shipping, he said.

Vinely, a California start-up, generates a similar taste profile but starts with a tasting party where members sample and rate six wines, for a fee that varies by the number of guests. Subsequent monthly shipments cost $97. For each shipment, J.W. Marriott Hotels & Resorts' new JWM Wine Club sends members four sample-sized bottles, of which they can choose two to receive in full size for $150.

WineBattles.com makes the experience more competitive with its Battle of the Month Club. Members opt in for a competition bracket of a particular varietal, sampling two bottles at a time and voting for their favorite to proceed to the next round. They select among red, white or sparkling wines and three price ranges: $20 to $35 per bottle, $35 to $50, or $50 to $75.