I forgot to mention Alsace. So much underrated. Wonderful wine at astonishingly low prices for the quality. Compare with Grand Cru Burgundy (Alsace about 1/4 the price or less in some cases for hand picked GC wines of stunning quality. ) Sadly there is much about which is less distinguished which is a pity as the real McCoy only costs a little more. Once again the key is to meet the producer and buy direct. Once you have a "stable" of reliable suppliers its easy to arrange shipping by the case and much cheaper than visiting Alsace (unless you live in Burgundy of course)
Having been a wine producer in France for some 21 years now, I must agree with Michael it is much better to visit the vineyard and buy from the producer and much more fun, however, in our experience Brits are seeming to do this much less than they used too. Don't always be fooled by AOC being better than an VDP, we chose to produce VDP because it gives us more flexibility. At the end of the day it is what you like not how much it costs!
A "good wine" is one you enjoy and can afford. Price and value are far apart with wine. In the past I have drunk (and enjoyed) Mouton (not Cadet), Lafite, Palmer, Romanee Conti and many others. They didn't cost as much in those days!
Now I rarely spend more than €8-10 on reds and €4-6 on whites, champagne €15. All from producers we visit regularly and buy from the "man whose name is on the bottle". Just as much enjoyment and more fun, The odd bad bottle doesn't matter at these prices although they are rare.
A small tip. In spite of what the growers tell you it well worth keeping champagne for 2-3 years after you buy it. It changes a lot over this time and is generally much better for the wait.
I’ve never been able to link the cost of a bottle of wine to it being a wine I like. The best surprise wine I’ve drunk this year was a Cahors red that I chose from near the bargain basement section of a hotel restaurant wine list. I don’t drink wine that is particularly local to me as it has that strange combination of being quite expensive and not particularly nice. Lidl on the other hand provided me with a really lovely 2010 Bordeaux red for about €6-7 a bottle. I’m quite happy with that.