I tend to prefer a Cabernet. But Shiraz every once in a while is good.
Where I live, we get Chilean wines cheap. Pretty much any Chilean wine in a glass bottle with a natural cork is going to be good, I've yet to try a bad one.
120 is one of my favorite go-to brands. Gato Negro (argentina), Corinthos, Frontera are also good and less costly. Undurago is also pretty good. I forgot the brand I get when I want something nice... (I'm a cheap bastard)