It is tough to answer this question because there are so many options based on what you want to do.
If you want to research prices, www.wine-searcher.com is the most complete price comparison website. If you are going to buy a lot of wine, their Professional version is worth it.
If you want to track your wine collection, read user reviews, or see basic product information... www.cellartracker.com is the best site.
If you want to learn about wine, there are endless websites that could be useful. You need to try wine to learn about it. To read about wine, I read Alder Yarrow's Vinography wine blog, Tyler Colman's Dr. Vino wine blog, and a few other wine blogs.
If you want to engage with other wine enthusiasts (especially the geekier ones), check out wineberserkers.com.
For expert advice, you can go to WineSpectator.com, eRobertParker.com, jancisrobinson.com... or some of the regional specialists like RhoneReport, and Burghound.
