Cooking wine is sort of a holdover from prohibition. People who grew up thinking Alcohol is Evil didn't want to have any in their homes. But they wanted those delicious flavors in cooking. Cooking wine seemed to be a reasonable compromise.
In essence, cooking wine is really bad wine that then has lots of salt added to it. This makes it pretty much undrinkable by anyone looking to 'get drunk'. However, being a combination of bad wine and lots of salt, it also is pretty much nasty for adding into food too! If you wouldn't want to put something in your mouth in the first place, do you really want to put it into a dish that you heat - meaning its (bad) flavors are now really concentrated down?
Using cooking wine is, simply put, a way to harm a perfectly good recipe. There's really no reason at all to use cooking wine instead of regular wine. If you're worried about youngsters getting into your wine, put it into a high cabinet. Or put it into a locked cabinet! There are probably MANY other much nastier substances in your house that should be locked up if you're worried about this sort of thing. But deliberately cooking with a nasty substance can literally ruin your recipes. You rarely save any money by buying cooking wine, either.
If you have a recipe that calls for wine or cooking wine, use a real wine from your local wine shop. All of the wines used in cooking should be found there quite easily. If your recipe calls for cooking wine and you go with normal wine, be sure to taste your recipe after adding the wine to see if you should also add in some salt, too. Some common types of cooking wine are:
Sherry is a fortified (brandy-added) wine from the south of Spain. Because it's fortified, you can keep a bottle around for months after you open it, as long as you keep it sealed and cool. It usually has a rich, sweet flavor.
Marsala comes from Sicily, which is the island at the toe of Italy's boot. It's a wine fortified with brandy and comes in red and white varieties, tho the red is the most popular type. It's a rich, sweet flavor and is used very much in Italian cooking, especially Chicken Marsala .