Yes, people actually give wine as gifts. That's why Wine.com makes it part of their main site navigation (3 times!), and why you might want to consider adding it to your site navigation (at least for the holidays, if not year-round):
Here is some excellent advice on pre-holiday e-commerce preparations for your winery Web site. The best part of the advice is to shop your own site now, so that you have time to make changes before the holiday rush. And don't forget to devote some thought to how you'll be getting people to visit your site to do that shopping (mail, e-mail, Facebook, Twitter, blog, etc.).
People give holiday gifts. It might as well be wine, and it might as well be your wine. The secret: get the idea in front of people early (the week before Thanksgiving?) and make it trivially easy to give your wine as a gift. Having a gift presentation that will be memorable for the recipient doesn't hurt, either.
(Need more inspiration? Take a look at what Wine.com does. There's plenty of room for your winery to improve on their offerings, perhaps in conjunction with a local gift basket company.)