The most versatile cooking wine is a dry, crisp white wine. Ideally the wine would have 10-13% alcohol content and have generous acidity.
Wines that meet the those criteria:
How expensive does it have to be? Don't buy anything that advertises itself as "cooking wine". And while the saying goes "only cook with what you'd drink", that doesn't mean you want to use a $100 bottle of wine. Buy wine that's some of the cheapest that you'd actually drink. In 2025, that means a bottle that costs $8 - 15.
What size and what kind of container should you get it in? If you go through a lot of wine, boxed wine works well. But otherwise, buy the small bottles of wine that come in a 4- or 6-pack. This avoids having to throw away wine that spoils before you can use it. (but there are other creative options too)