I don't know anything about Club Baron but I have a little experience with gratefulpalate.com's wine club. I just got a 6 bottle grab bag from them. I posted the list of bottles I got and it seems to be a great value. It's all australian wine which is imported by The Grateful Palate -- they are the importer for many highly regarded and lesser known australian wines. I've been out of town recently and haven't been able to try the new wines yet. I'm also getting 4 months of their wine of the month club (one red, one white).
I can't speak for the quality yet, but the web site is pretty interesting. At least I don't feel ripped off -- which is always a concern when ordering an umfamiliar product from the web.
Rob Adelson