I have a hard time pouring liquor into recipes, because I would so much rather drink it straight up, lol. Wine, I'm not as bad with, I can part ways with it, especially if it's the $3 a bottle variety I get at Trader Joe's.
I definitely use Marsala wine in a Chicken Marsala, but I will typically get plain old "cooking wine" Marsala - the one the TV chefs always tell you not to get, because it has salt in it and supposedly tastes awful. I will disagree on the Marsala specifically. It tastes just fine when cooked up in Chicken Marsala, and it takes the guesswork out of seasoning the whole dish. I don't add any additional salt to the whole thing, just black pepper, and it comes out with just the right amount of salt every time. With a dish like this, it can be a little trickier to get the seasoning right because you are also trying to counter the sweetness of the wine, it cooks up so quickly you don't have much time to play around tasting it repeatedly. The other issue, is I don't drink Marsala or buy it otherwise, so I never know what brands to get, and the store clerks aren't much help either. Many times I've come back with a $30 bottle from the wine shop that was waayyyy too sweet and ruined the dish. The "cooking wine" variety doesn't have the pungent fruity notes like a regular bottled version, but it's always been the "safest" route imo.
For all other dishes, I typically just use a cheap $3 a bottle Chardonay (otherwise known as "two buck chuck" in some other states). I really don't care for red wines in sauces and other recipes, because it discolors them, and sometimes the red wines are too noticeable, whereas white wine seems to blend in better with the aromatics (onion, garlic, carrots, celery) and compliments any buttery flavors in the dish.
One exception would be a Dry Sherry, which I sometimes buy to cook Chinese food at home. It's also great in a pasta sauce.