jimmyt,Good advice above, a good quality robust red( A good Californian Merlot or Syrah, Chilean Cab Sauvignon, Rioja) is also good with cheese for those who do not like the sweetness of port or other desert wines( Sauternes, Canadian Icewine) that I have drunk with this course.
I usually have crackers( English crackers ie Carrs waterbiscuits, Jacobs) and Scottish oatcakes on the side and usually aim for a soft cheese (brie, camembert,) a hard strong flavour cheese (Chedder, Red leicester, Double Gloucester) a good Blue cheese (Stilton, Blue Vinny, Blue Cheshire etc) and a crumbly mild cheese (Wensleydale, Caerphilly, Cheshire) so that there is a range of flavours