Hi Andy,
Couple of things. Remember that wine has alcohol in it and will disolve pretty much any organic finish like laquer or shellac. Multiple applications of eurythane oil will make the wood water resistant and will be food safe after a month or so of curing, but liquid will still slowly enter the wood and stain it (remember, if you call it a patina and not a stain, it's a feature, not a fault).
The dilute epoxy suggestion will actually platicize the wood and give you your best results for making it truly liquid proof. Downside to this is that they will scratch just like plastic and they'll look less like real wood (grain will be completely filled).
By my experience, the vast majority of goblets my friends turn aren't meant for any regular use. They are used as art pieces and never see liquid. The ones that do see liquid are either used ceremonially (a Sader goblet, for example), or are used regularly and expected to stain (such as goblets and cups for SCA or reenactors). I've seen turned wineglasses but they've usually had a wood base and a mounted glass top.
Personally, if I were selling them to galleries, I'd go for the multiple coats of eurythane oil to maintain the wood look and feel, and would stress the point that they were meant primarilly for display and only occasional use.
Good luck,
Dietrich