when I see "sherry" in a recipe (usually a Chinese substitute for rice wine) what exactly do I need? The liquor store has way too many sherri

When I cook with Shaoxing rice wine, I only use a really good one that my parents get me from an actual Chinese liquor store. Most of the stuff in the Asian supermarket is crap and has added salt.

That said, when I'm out of the goods from the parents, I do use a dry sherry to sub. Osborne makes a decent dry sherry that is good for cooking and around 10 dollars.

That's true - honey works as a sub for mirin, in a pinch. Very different (much sweeter) flavor than dry Sherry or Shao Hsing.

I just keep a bottle of Portuguese Porto on hand for cooking. If you do the same, you will make your life simpler. I believe the Chinese know as much about winemaking as the Portuguese know about fish sauce. Zip. I keep a bottle of Amontillado around as a substitute for sherry or mirin or whatever.
The "Fino" is drier, and may appeal, but I find it goes a bit bitter in reductions. In any event, Edgar Alan Poe, whatever you might think, will not be impressed, dear chef.

I like Oloroso sherry as a substitute for Shaoxing wine. Dry but richer than a fino.

Any inexpensive dry (Not sweet ) sherry will do

inexpensive sherry. In a pinch, I've even used, um, whiskey.

Shao Hsing (or Shaoxing) is a Chinese rice cooking wine. It's flavor is similar to a dry sherry. (Chinese rice vinegar or black vinegar are another thing.)

It's pretty inexpensive and I use it instead of sherry in many non-Chinese dishes too, simply because I usually have a big bottle on hand. Conversely, a decent (need not be most costly) Spanish dry sherry is a good sub in Chinese cooking. I'd ask for a mid-price dry one at your wine shop, see what they have available.

That really depends. Sherry is a fortified wine, so it sounds like that is what you need. Something from Spain is probably the best, as they are the most notable producing country. You also be in need of Sherry Vinegar, which is fermented Sherry. Do not buy "Cooking Sherry", use anything but that, it is cheap and makes the dish taste quite bad. I suggest getting both, which you may have to buy separately but if you can afford/ live near a Whole Foods, I know they sell Sherry and Sherry Vinegar.