To me the difference in the clubs I have joined or thought about joining is a discount not available to non-club members. Tensley I can buy wine non-club, but I get a discount for being in the club.
None. There is only one I am interested in belonging to and that’s Sea Smoke. Their Pinot’s are always very good to excellent and my favorite Chardonnay is Gratis.
Besides, name another California Grand Cru PN. 
Hmmmmmmm…Marcassin comes to mind
Two here.
Tensley. Absolutely love Joey’s syrahs and think they are one of the best QPRs. Plus, I lost a bit of my wine virginity with this winery…
Ridge. Yeah, I could get the Zins up here if I’m willing to drive around the city…which I’m not. Easier for me to join the club and make sure I get my two shipments a year - and ensure there is plenty of Ridge zin in the house to make the wife happy. And the futures discount on Monte Bello makes it worth it, too…
Gotcha. That makes sense.
At one point when I first got into wine I think I belonged to 5, but now I’m down to mailing lists only. The problem I see with a lot (not all) of clubs is that the so-called discount get’s you to a price that is often pretty similar to what you pay if you can find the bottlings at a retail outlet, I think because the wineries don’t want to undercut their distributors. I don’t get up to wine country as much as I once did since parenthood set in, so any winery perqs that may come with membership are lost on me.
Matt
Well, as already stated I’m on Tensley. Ridge is another I’ve thought about for their futures on the Monte Bello. Montelena for their Estate Cab is another.
For me, just Kokomo Winery. I really enjoy everything they make and find the prices reasonable. The winemaker grew up 20 minutes from my hometown in good ol’ Indiana, so I have to support that! The tasting room is in the actual cellar and they have their dogs running around. The first time I visited their location in 2008 Erik let us taste out of the barrels and showed us around the cellar, all before we were even members. A real commitment to customer service and quality wines across the board means I’m more than happy to drink whatever they choose to send me. I’ve been a member on other wine clubs before, but didn’t find the quality or selection across the entire lineup to be worth the price of staying on.
Windy Oaks and Joseph Swan
Tercero. Thought about Tablas, but never pulled the trigger.
Ridge (ATP + Monte Bello Futures) and Big Basin right now.
In general, I find wine clubs a fun way to get to know a winery for a year or two. After that, I usually realize that I only really want about 60-70% of the wines in the club and I’m better off just purchasing direct, even if I have to give up a discount. That’s basically where I am now with both Ridge ATP and Big Basin and I expect I’ll be out of both clubs before too long.
The OP didn’t ask about retailer wine clubs, but I was in a great club (German Discovery) at Dee Vine Wines for a year or so. They recently cancelled their clubs as part of their move, unfortunately, but I really enjoyed it. Riesling is perfect for a wine club, in that a good retailer like Dee Vine can send you legitimately world class wines every month at quite reasonable pricing (about $60-70 for two bottles, usually one $25 Kabinett and one $35-45 Spatlese or Auslese). A great way to explore.
One… Barlow. I love their wines.
One: Montelena, the one for the Estate Cab only.
Jaffurs.
Lately, the only way to get his single vineyard offerings is the club. So if you want the good stuff, you have to join.
2 - Calera and Tobin James. Previous memberships for me were Ridge (ATP and Z List), Navarro, and Caparone. Quit Navarro just recently as they were shipping wine in 90+ degree weather, heat damaged wine is not a bargain at any price.
Cristom
just saying “no” to the 36 Copains
Everything else is strictly mailing list
Only one, and I just joined. Tablas Creek.
“I don’t care to belong to any wine club that will have me as a member”- Groucho Pobega
I do at the moment, though it will be reduced to two or three over the next several months. Basically changing tastes.