Buying wine does not have to be a scary or intimidating thing! The only rule is that there are no rules. Sure, there are certain guidelines, which are widely acceptable; Red wines with red meats and white wines with chicken and fish. That's fine. But there are so many varietals (Types of grapes/wines) in the Red and White Categories. There are also blushes/rose's.
So the first thing you need to do is determine what type of wine you like. Start with whites. Your major choices are the standards - Chardonnays, Pinot Grigios, Sauvignon Blancs. There are so many others, but this is a good start. Cabernets, Pinot Noirs and Chiantis are a good place to start with your Reds.
Now you can start researching online. Don't worry about cost - worry about the wine's rating. A score of 88 or better on a site like Wine Spectator usually ensures a decent bottle.
Have some fun! Go to a tasting! Ask questions. If you are looking for events you can go to www.localwineevents.com.