What is an alternative to Marsala wine for baked pears#baked pears

All of these are very good suggestions and would work well. I have also used leftover champagne or dessert wine like moscato and that also works pretty well. Pears are pretty flexible in that regard so you should have no trouble finding a good match.

I'm making a recipe this weekend for Roasted Pears with Saba. Saba is grape juice (or in this case, apple juice, may come in other flavors) cooked way down to syrupy. I will let you know if it comes out well.

This is not an exact answer to your question, but here is a recipe that I make that gets rave reviews. It is easy and delicious - very festive and versatile. I have served with pound cake, vanilla ice cream, and all by itself.
http://smittenkitchen.com/blog/2009/12/vanilla-roasted-pears/

Madeira, Sherry and Port are fortified wines, like Marsala, and would work well with pears or apples.

Brandy, B&B, Poire William, Cognac, Dark Rum. Pears can hold up well to assertive flavors (such as Marsala), and work well with caramel undertones. One of my favorite french ice cream sundaes has pears over vanilla ice cream with chocolate sauce. Go for it!