Cost Plus World Market is an excellent place to begin. Not only do they have knowlegeable staff in their wine departments, but a lot of excellent wines for under $10.
I would start trying a good merlot, a good red zinfandel, a good shiraz (syrah), and a good rhone. See what you like and what you don't like, and go from there. I am sipping on a Chariot 2001 Sangiovese right now... it's really good, but needs time to open up (never uncork and pour and drink). I find Pinot Noirs water, shirazs to peppery, and red zins are generally what I favor.
Proper glasses and storage are a must, as is a good corkscrew.
Too bad IKEA isn't open there yet, as they have good basic wineglasses cheap (I bought 12 red, 12 white, and 12 champagne from there). You are looking for the wider glasses with a bowled bottom so the aromas disperse correctly. Cost Plus is another good place
Wine must also be stored on its side to keep the corks wet, and a corkscrew that will give you the leverage to open the bottle is essential... this does not necessarily mean fancy... try and see.
I think Cost Plus is the good place to start for all of your wine beginner needs. Note they may ask your tastes in other foods (chocolate, coffee... to get an idea of what your wine tastes will likely be).
I am not too fussy on origin, but I tend to Chilean wines. Excellent quality and excellent value.
Favorite Merlot: Santa Alicia (hard to find)
Concha y Toro Casillero del Diablo (Devil's Cellar)
Can't find my notebook for more picks... I write down what I like and what I didn't care for to guide my tastes further.
