Here are a some tips for pairing wine and cheese from Dairy Famers of Canada:
Pair lighter cheeses with light wines. This is simply a special instance of a more general rule concerning the strength of flavors in wine and food. Strongly flavored cheeses will overpower light wines to the point that you might as well be drinking water instead. Conversely, a full-bodied wine may overpower a lightly flavored cheese. The obvious corollary to this rule is of course: Pair more strongly flavored cheeses with more full-bodied wines.
Pair soft cheeses (e.g., Brie, Camembert) with light, fruity wines. Consider using a Gewürztraminer, a Riesling or a fruity red.
Pair firm cheeses (e.g., mild or medium Cheddar, Emmental, Gouda) with dry rosé wines or fruity red wines. Try a Beaujoulais, Valpolicella, Merlot or Zinfandel.
Pair firm, flavoured cheeses (e.g., sharp Cheddar, Aged Provolone) with full-bodied reds. Good wine choices for this category include Bordeaux, Médoc, Côtes-du-Rhône, Zinfandel, Rioja or Chianti.
Pair blue cheeses with Port, Ice wines, Ice ciders or dessert wines.
Pair hard cheeses (e.g., Dry Jack, Parmesan) with very dry whites.