Here is iteration 2 of the shelves.

It is modular in that you could take another one of these and stack it on top (see the slots on the bottoms of the columns). The floors of the shelves will have squares cut out of them where the columns will poke through. This holds the floors from sliding on the x-y plane. Here is a floor (from the previous iteration) sitting on it. (The plus holes won't be there.)

Wobble is fixed, as is sag.

One structural issue I worry about now is the flimsiness of the horizontal beams:

One way to fix this flim would be to have more gridding beams. Another fix would be to have tabs coming up out of the top of the beams and complementary holes in the floor. The floor would thus lock the x-y movement of the beams.

I tried putting a lot of weight on the shelf and it seemed like the failure point would be the legs bowing out from the bottom. But this can be fixed with another set of beams on the bottom to lock the feet in place in relation to each other on x-y.