newbie question:) which good monthly wine club

[Welton]

Hi,
I just recently started enjoying wines after taking a wine tasting class from UC-Berkeley-extension.
I am just wondering whether anyone would recommend any good wine club that ship nice/quality wines? I move back and forth between San Jose area and New mexico. And I don't know whether there's any good wine shops in New Mexico. I figure that it will be easier for me to join wine clubs and get nice quality wines from them.
I just recently joined one from K&L (www.klwines.com) since it is close to my place and the instructor from the class buys wines from there too....

Thanks a lot!

welton