The first thing to do would be to find what wine suits your taste. Pick up a couple different bottles of whites and reds and try them out. You can find some real nice wines for under $10 a bottle. I have been consuming and collecting wines for a few years now. I am far from an expert, but I know alot of what's out there.
Start off with any white or red from California. A Pinot Grigio, Chardonnay, Merlot and Cabernet would get you off to a good start. The Pinot and Cab's are dry, where the Chardonnay is a little fruitier and woody at the same time. The Merlot is a lighter, fruitier red than the Cab. If you prefer sweeter wines, a Reisling or Beaujolais would suit you. Drier wines would be Cabernet's (alot of Italian reds are very dry), Pouilly Fuisse is a tad drier than a Chardonnay.
My "go-to" wines are: Cavit Pinot Grigio and Mondavi Cabernet in the 1.5 litre form.
These are my daily drinking/cooking wines that I keep at all times.
Some brands you may want to go by are: Mondavi/Woodbridge, Three Blind Moose, Peppergrove, Mirasou and Hogue Cellars. These are all $10 bottles. A very nice Cab is Chappallet ($30-35) which is comparable to a $125 bottle.
All of these wines can be used in cooking. (Except for maybe the Chapp
Once you find your style, you'll know what flavor it will add to your dish.....heck, I could be sauteing some string beans and throw in a cup of whatever it is I'm drinking at the time.
Good luck and let us know how you make out.