One resource I can highly recommend is Jancis Robinson's website. You have to buy a subscription for most of it, but for that you get access to an online version of the Oxford Companion and Wine Atlas.
http://www.jancisrobinson.com/
I think it's definitely true that you don't have to spend a fortune on wine and some bottles here can be good value compared to the UK.
For Swiss wine in Zürich, I've been enjoying the small selection from Terroir.
My biggest disappointment? The wine list at the Dolder . . . a boring, expensive monstrosity.
Good bars to enjoy wine in Zürich? Caduff's wine loft (the best bit is the cellar). Also La Salle has a good sommelier with some interesting choices.