I used Microsoft Publisher and made my labels (3.15 x 4.72 is size of design field, allowing for plenty of room on label page, 4 per page), downloaded them to a thumb drive and took it to Office Max type store. They have a variety of precut sticky labels or you can have them printed to stock paper which you can cut and apply on your own. I opt for this method because the printing at home burns up ink cartridges and it was actually more cost effective to go to Office Max type setting.
Attaching two examples of finished labels....one is a "general" label which allows me to personalize by writing the name of the wine-indicating style of wine-and include some information about consumption, while the other is a custom label I made for a friend.
Forgot to mention for simple identification (when I don't want to use the full size wine label), I incorporated my Dragonfly Wines logo/background onto an envelope address-size label (the one about the size of a regular bandaid). Actually got them from Vistaprint.
Avery has lots of sizes of peel off labels. They also have a pretty cool online label program. i have been using it more and more these days to make labels for wine as well as things like DVD's.
I'm using avery 5160 address labels. Simple identification is all I needed. 30 to a sheet. Next year I may switch to a regular wine label but so far these have been all I need.