While I like nearly everything, I'm primarily a red-wine kind of guy. Pressed to choose a favorite, I'd have to pick Cabernet Sauvignon, either a good Napa cab or something from Washington's Columbia Valley. Since I'm a poor student, no Chateau Margeux, Petrus or Screaming Eagle for me, I'm afraid. My "hobby", if you will, is to truffle-pig out good wines in the $10 or less range. Occasionally I'll splurge and pop for a $20 bottle, but that's as high as I go unless it's a very special occasion.
A few of my favorites (and as most are under $20 I'm not going to list vintages):
Cabernet Sauvignon: J. Lohr Seven Oaks Reserve, Hess Collection, Moon Mountain, 14 Hands, Root: 1 (Chile), Sterling (Vintner's Collection), Columbia Crest Two Vines, Avalon (Napa Valley), Chateau St. Michelle, Liberty School, Red Diamond, Cellar No 8. Cab-on-the-cheap: Fish Eye, Hardy's (yeah, in the box...).
Merlot: Columbia Crest, Pine & Post, Red Diamond, Chateau St. Michelle, Sterling, Black Opal, Rosemount, Bogle, Clos Du Bois. Merlot-on-the-cheap: Fish Eye, Linemans, Barefoot.
Pinot Noir: Cono Sur, Mark West, Mirassou. Pinot-on-the-cheap: French-made Pinot Evil.
Zinfandale: Bogle Old Vine Zin, Ravenwood.
Shiraz/Sirah: Yellowtail Reserve, Rosemount, Black Opal. Shiraz-on-the-cheap: Yellowtail in the magnum.
Malbec: I've only had a few, all from Chile or Argentina. The Norton Malbec is probably the best I've had, but I'm still experimenting.
Sauvignon Blanc: Bogle, Root:1, Snoqualmie, Columbia Crest
Chardonnay: 14 Hands, Columbia Crest (Grand Estates & Two Vines), Kendal Jackson (although a bit overrated). My list isn't long here; I'm not a big Chard' fan, except with food- I generally prefer Sauv Blanc to Chardonnay.
Pinot Grigio/Pinot Gris: Columbia Crest Grand Estates, Cavit, Linemans. Pinot G-on-the-cheap: Pinot Evil, Yellowtail (the latter is really a bit too sweet & fruity, but not hideous).
Riesling: I avoid them except when paired with spicy foods; then I'll take a Chateau St. Michelle, Shmidt Sohne, Relax or Mirassou.
Gewurtziminer: Haven't developed a taste- it's just too syrup sweet for me. I'll cook with it if it's around, in which case it's okay in chicken or seafood dishes. For that I'll just use Columbia Crest.
This is by no means an exhaustive lists and excludes blends like Bordeux, but it's a good cross section of what I've been drinking. Here are a few I've got in my "cellar" that I haven't tried yet:
House Wine: A Washinton blend that's basically a Bordeux Clone.
Campo Veijo Rioja Crianza: A Spanish red in the Old Style.
Black Box Cabernet Sauvignon: A "high end" California box wine; this one has received pretty good reviews, so I'm optimistic.
Avalon Cabernet (2005, "California", not "Napa Valley"): Bought this to see if any of the "magic" of the Napa trickles down to this one.
Eventually I'd like to try the Columbia Crest Reserves and spendier J. Lohr's, both around $35-40. And I'd like to branch out into a few more French wines and "Super Tuscans." And don't forget, in a few weeks we should have a new season's Beaujolais Nouveau!