There are several good suggestions listed already, but ultimately, it's a matter of personal taste. I've tried the Yellow Tail and Charles Shaw and found them seriously lacking. They're OK if you have a large party and don't want to blow a lot of money on better wines.
I will concur strongly with the above recommendations regarding:
1. Seghesio zinfandels. They produce several, of which I prefer the Old Vine, but it is pricier than their others. They are all excellent values. The "lower end" is less than $15.
2. Falesco Vitiano Umbria. 2001 Under $10.
3. Amano Primitivo. The primitivo grape is the same as the zinfandel. Outstanding Italian pressing. Well under $10 (or should be).
4. Paringa Shiraz 2001 from Australia. This is one hefty shiraz.
Others worth considering:
5. When the Foppiano Petit Syrah 2001 (Paso Robles) comes out, I suggest jumping all over it. It should be under $15 (maybe even closer to $10). Barrel tastings have been excellent.
6. Benziger (not to be confused with Beringer) Chardonnay.
7. Kestrel (the Washington winery, not the California one of the same name).
8. Peter Lehman's wines are all outstanding. His Riesling is excellent and is not the sweet German/Johanisberg style, but is semi-dry and crisp.
9. Nautilus. A great New Zealand (Marlborough) savignon blanc. Maybe close to $20, but well worth it.
10. Nobilo is another Marlborough worth looking into.
OK, I'll leave it there. It's only 10am and I'm suddenly getting a little thirsty!