There are several reasons why some cooks choose to cook without alcohol--health, pregnancy, religion, cost, taste, etc. Luckily, there are a few outstanding options out there for those who fall into this category. Two Bay Area wineries (Sutter Home & Ariel) make fantastic de-alcoholized wines, which contain less than .5% alcohol. These are true wines with the alcohol removed in a final step. Although the de-alcoholized wines are a little saltier than conventional wine (so I've heard), adding a pinch of sugar solves that issue in a jiffy.
When visiting Napa Valley with a few friends, we stopped at the Sutter Home Winery because we heard they made a few de-alcoholized wines. Surprisingly, they carried about 7 different varieties and honestly, a cook doesn't need more than that. While I would never be interested in drinking them, using them in cooking suits me just fine. Bonus: de-alcoholized wines last longer in the fridge than regular wine.
If you live in the Bay Area, you can buy your own de-alcoholized wines at Sutter Home Winery in St. Helena; if you live in Salt Lake, you can purchase the Ariel or Fre (Sutter Home) labels at nice grocery stores like Harmons or at specialty shops like Granatos. They run about $6-7 per bottle. Of course, you can purchase both online as well here.
If this option doesn't work out for you for whatever reason, click here for some tips on alcohol substitutions...a la Whole Foods. It's short and sweet. If you are looking for an alcohol substitution that is more specific (like Cointreau) then click here for a more comprehensive list. I've printed out similar lists and placed them in the very back of my recipe binder for quick reference.