I love this idea!!!
I did one where it was a baby shower, because the parents were in the industry. One thing I did was wine charms, attached to business cards (printed on my computer, and hand sliced by me with and X-acto knife). They were easy, and everyone really liked them. I got the charms on Ebay, by the way... 25 for $1.99
Also, call up a local restaurant that serves wine. Ask them to save you the empty bottles and perhaps the corks, as well. I'd dishwasher the bottles, which cleans them as well as gets the labels off where you can easily scrape the glue, making them very clean. Then, make a ton of bath salts, and fill the bottles. Seal with the cork. Also, I'd make labels for the bottles and give those to guests, as well.
I do a wine party every year for a ton of people. Trust me: make wine charms for people! I've made some fancy ones for years past, but this year I'll be doing printable shrinky-dinks. This way, they can take this charm home, too.
For food, serve loads of cheese, crackers, and carbs and proteins to help people not get too tanked. Easy sandwiches are great, too... deli platters of meats, cheeses and rolls. They're snackable.
If you're handy with pimo clay, you could make little pimo bridal things and attach them to the corks of the wine bottles.
Also, make it active... print a list of the wines and offer the page and a pen to your guests. Let them judge wines. Also, you could do a "blind tasting" where you put 10 bottles in paper bags, leaving nothing but the top exposed. Let people taste all ten and rate them on a scale of 1-10. Then, you could show people what they are and the price points of each. I find it fascinating that people almost always choose a wine that is very reasonable instead of the most expensive in the grouping.
Keep loads of soda water and Oxyclean handy, as someone is GUARANTEED to spill wine on your carpet or on themselves.
Give the bride some Vitamin B- it'll help her to avoid getting hammered. This was what I learned in college... and used flawlessly at my own wedding.
Any other ideas that you need? When it comes to wine, I have TOOOOONNNSSS! Email if you need more.