I've said this before but when people tell me they want nothing, I take them at their word. So I would not get them any kind of framed picture or artwork or anything like that. Now, something consumable? Sure. As long as you know that it's something they would like to consume. So if your dad's a scotch drinker, for example, don't get him a bottle of tequila, regardless of how high quality it is. Get him scotch.
So if you're going with wine, I'd just go with the recommendation of a good liquor store. But first, if possible, if you don't already know their wine preferences, I'd either look to see what kinds of wine they have in their current stock or just ask. Just as in the scotch example, if they prefer dry reds, no matter how expensive and fabulous the bottle is, if you buy them a sweet white it won't be as appreciated.
And just a comment on champagne. Not everyone likes it. I don't drink champagne at all because I really don't like any fizzy drinks. I don't drink any kind of coke and to me, champagne is just a carbonated white wine. So again, make sure it's something they would normally like to drink.