I'm not a big Champagne person, but I would recommend going to your local liquor store, In Illinois we have Binny's, their alcohol is usually cheaper and sometimes they have discount cards you can use.
They sell their wine/champagne in cases, which is usually cheaper.
Also, they hold events where you can taste wine and champagne (they usually have one once a week), where you can see if you like a particular brand. Otherwise, I would just buy one and see if you like it, its a good excuse to get a bit tipsy!
Here's their website: Binnys Beverage Depot - Wine Search