Go to Majestic and get tasting. Reckon on spending £8 to £20 a bottle (retail, not pub/restaurant price) and you're getting the best value, although it can be worth spending more. Avoid discounted wines in supermarkets, because they're normally overpriced before discount and made in very large amounts. Big brands add to price - if you've seen something advertised you're paying for the ad, not the wine. Likewise big regions tend to be less good value. If the retailer has a decent turnover, age can be worth buying - Majestic had a good line in good value aged German Riesling a few years ago, and you can sometimes find a Spanish or Portuguese red with six or seven years without paying stupid money.
I tend to like European styles, and given a large selection would go for a Portuguese red, a Spanish red that's not Rioja or a Sicilian Primitivo. In white, I would buy by grape: Chenin Blanc or Viognier, or an aged white Burgundy (Chardonnay) if I could find one. For sparkling wine, English is as good as champagne, and the rest of France not far behind.