This statement always seems to get some form of negative feed back but here goes anyhow. IMHPO When cooking with alcohol...never cook with what you wouldn't drink. Yes it can be expensive when you're talking Brandies/Cognacs and Sherries/Ports but I honestly believe there is a difference.
With that said....
Ports and Sherry's- Sandemans isn't bad but Dow's makes a good one then there is Taylor Fladgate and Harvey's isn't too bad either.
Brandies and Cognacs Never use anything but Courvoisier, Remey or Martel. Could even try a Grappa for a very distinct flavor.
There are more to choose from but this should get you started and it's been a long day.