Some hotels and venues will deter you from stocking your own wine by charging you a corkage fee. In DC that fee can be anywhere between $20-$25 a bottle. I say, pay it. Here's why. Let's say a decent bottle of wine costs you $25 at your local wine warehouse (not including the discount you may get for buying in bulk). At said hotel/venue the same bottle of wine is going to cost you $82. Even with the corkage fee, you're still saving approximately $30 per bottle, and serving your guests a decent wine. Unfortunately, knowing this, some hotels will require that you consume all of the alcohol on site, so if at the end of the night, you have a case and a half of wine left over, you either have to drink it all or lose it.
There is another downside too: the hassle factor. You have to purchase the wine, have
it delivered to the venue/hotel, and if you're able to leave the premises with your left over case and a half, you still have to return it to the supplier for a refund (assuming you don't want to keep the wine and they're not chilled, of course). Is it worth it? you decide.