Have a look at Diane Grey's gallery.  She does some lovely sculpture work and has some based on wine bottles.  She also has a (very inexpensive) tutorial available if you contact her.
DavidO

Thank you both so much for your replies.  I guess that settles it, the bottles stay in ;-).  Phew.  That would have been tough getting it out. LOL  I also like the sturdieness of it too.  As I do more, I hope I get better and faster.  I really don't mind seeing the shape of the bottle.  I think I just need to add/build up the tail and hind legs a bit more.  This is all so new to me so I'm learning with each new piece that I do.  Thanks for your tips!

I mostly leave the bottles inside for weight. but when i want to re-use a mold like a bottle. i cover it in Alumiumn foil and put strips of paper & glue  over that. when it feels strong enough to hold it's shape on its own, i just cut if off the frame  ( i'm making paper mache chairs right now from a wooden chair...to sit Santas in)..you can cover just about anything and cut it back off..bowling balls are nice if you want a huge ball, or left cut in half can become a bowl or a snowmans head to hang flat against a wall.., whatever you want...I agree with the post above mine..it's real easy to get the bottle out...