Reflecting on this topic as the festive season is imminent, my greatest regrets derive from where I now live, namely in rural France. I love many of the offerings from Italy, Spain, Germany, Austria and Portugal but the availability of these locally is very poor, except for port which is used here in its lighter forms as a sweet apéritif. For a few years, I was able to satisfy my taste for this sort of diversity from my own cellar. However I finished my mature bottles of Rioja, Bierzo and Ribera del Duero a couple of years ago and am getting to the end of my Italians; the last Flaccianello della Pieve (excellent) went down yesterday and only a handful from Tuscany and Langhe remain. Within the EU, it is possible to receive wine deliveries from internet sellers in Italy, Spain and Germany, but mature bottles are rarely available and transport costs are dissuasive for quantities of less than a couple of dozen.
I am still open for wine experiences from little explored regions both from France, such as Corsica, Savoie and pockets in the Sud-Ouest and Languedoc, and from most of the rest of the world. In the latter category, alas, availability locally is mostly limited to large brands like Gallo, Yellow Tail or, slightly better, Casillero del Diablo. Paris luxury boutiques do sometimes offer prestige wines like Grange, Opus One and Screaming Eagle but at astronomical prices.