Best wines for Coq Au Vin: While Burgundy is the traditional choice, any red wine like Riesling can be suitable. In this recipe, I opted for Carlo Rossi Burgundy, California, purchased from Ralph's at around $5.99 for 1.5 L. Cognac: This brandy, originating from the Cognac region of France, is often pricier than other brandy types. I chose E&J VS Brandy from Target, priced at $9.99 for a 750 ml bottle.