Wine. That's obvious. Look for fun colors and shapes. I've been known to drink a less than stellar wine just to keep the bottle. (Note, while they are economical, wine boxes will not help you with this project.)
Liquor. This isn't a great source of bottles around our house since it takes 3 years to go through a bottle of whiskey but this might be a good idea for you if you host a good number of cocktail parties.
Hobby stores. Bottles come in all shapes and sizes at super-sized hobby shops. Watch for sales. You know they are coming.
Ebay. Jennifer, a good friend of mine, has scored wonderful vintage bottles via auction for her tree. She says that since the pigment goes all the way through the glass they stay lovelier longer. When Jennifer talks about glass and art, I just accept what she says as truth. (She's a mosaic artist extraordinaire!)After you assemble your bottles, you choose craft lights - strings of lights that have just a single plug - that are sized for your bottles. The smaller the bottle, the fewer the lights. As the video says, be sure not to damage the wiring as you "install" the bottles over the ends of the sculpture and use wire ties to tidy up your wires as they feed down the base. Hope this blog and video inspire you to add a lit bottle tree (or is that lighted?) to your garden. We've enjoyed ours. Shellie