As you become more educated about the wine making process and the ability to discern taste, tannins and flavors, it's only natural to get excited about tasting a more expensive bottle and feeling a little note of exhilaration in the whole exotic process. Not finding a huge difference is either a letdown or a confirmation that the whole business is designed to fool you; that juice is juice. "I really can't tell the difference! Why should I pay more?"
I confess. I'm a bargain shopper. I love sales, and I simply cannot purchase an item unless the tag clearly states, "compare at:" with the next line reading, "our price..." I find it exciting to buy a BCBG sweatshirt that retails for $95 and rings up for me at $11.50. If I can buy it for that then clothes are clothes, and wine is wine. Right? Not necessarily.
Although the wine market is going through changes, and the recent cover of Wine Spectator features the headline that the overall prices of wine are going down, let's deconstruct the question and get tot he heart of your desire to find the difference.
If you become a fan of and read about wine from all sources, you see a pattern emerging. And that is that the price of wine is related to the cost to produce it. Specifically the land is the overriding element of price breakdown. As a wine consumer you have the choice of wines from almost every country in the world, and most regions make some kind of wine for the commercial market.
The other element is the grape itself. Various regions and growing conditions can yield very different flavor profiles and complexity. The grape is literally an infinite source of stimulation and discovery for your taste buds. As we become more familiar with grape varieties, wine makers, climate, blends, etc. end up fooling us and grapes begin to take on their own personality with no hint that one grape tastes like the other.
The third item that may be confusing you is the structure of the wine. Tannins, acidity, and alcohol content all confuse an inexperienced palate. Someone says its a dry wine and you think that means more tannins. Some say sweet and you think that means less alcohol. The list goes on.
Quite literally, the next element: wine marketing, is not designed to make it easy for you. It's designed to capture you and sell wine. Descriptions as well lure you with ratings, words that talk about body, mouth feel, finish and nose. All of these will play a different part in the process but may make you think they're describing a wine of exquisite structure when really it's just a combinations of tastes.
The final issue to consider when tasting wine is you. The beginning of the day is a better time to taste than evening. I'm not advocating you pop open the cork on a malbec to go with your cereal, but your palate is more discerning in the a.m. Also, if you're tasting it alone or with food, or even with a set of other wines, each will take on hugely different characteristics. You can almost obliterate a wine if you are matching food and wine incongruently. You can create a feeling in your mouth where tannins are indiscernible or acids are too pronounced. Tasting an expensive wine and a cheap wine incorrectly can render each bad or equally good.
Here's what you need to do when tasting wine so this confusion does not make you return to your beer and pretzels and say goodbye to the fruit of the vine forever.
Take the time to find out how to categorize and measure all the elements of wine when tasting it. Make sure you know how to serve the wine, taste the wine, pair the wine and understand the wine. You can only compare when other elements are controlled and/or equal.
When you go wine tasting, ask the distributor or proprietor to help you find the differences in the wine and explain that you want to know the difference between fine wines and not so fine wines. They can give you tips about making sure you give the wine a chance in your mouth with the proper tasting techniques. Sipping is a misnomer. If you're going to taste the wine, get a good amount in your mouth and make sure it touches all surfaces in your mouth. Breathe in a little while shifting the wine around your tongue and palate so your sense of smell can go to work giving your brain more signals.
Understand that price is not the ultimate comparison. The skill of wine making is a matter of dozens of different elements. Ask the wine maker about those elements so you can isolate the element of taste from one bottle to another. If your budget allows for a wine that is below $15, you can still ask for and find a wine that has superior qualities. In fact you may be able to spend much less than $15. However, if you're looking for something to wow the crowds and want to know about how to compare them, don't make it about price. Wines that range from $9 to $40 can taste similar, but only when choosing from wines in a scattered, pick-me kind of way. You can make educated choices.
Next, attend wine tastings and record your preferences. You may not find a pattern emerging but you will begin to train your brain to learn, in progression, about wine. In time you will be able to experience the absolute thrill of tasting a wine that takes on different characteristics while it's in your mouth and long after. You'll enjoy the absolutely huge difference in texture, and tastes. Soon when you can and do get the opportunity to taste something worthy of (and I do say worthy, not just priced) a hefty price tag, you can count it as one of the great experiences of being human!
Last but not least, and at the very least, drink if you enjoy and do it because you like what you're drinking. If you feel pressured by someone to keep inching up the cost of your bottles as a signal that you're a seasoned wine drinker, tell them to jump off a gnarly grapevine and point them to various articles on the web about wine rating. It's not a contest to see who can spend the most. It's about the whole, complex, exciting, creative and ever changing world of wine. A hobby that is fun alone and with others.