If you mean the darker Chinese cooking wine - Shao hsing - then dry sherry is a very good sub; for white Chinese cooking wine - a dry white (French, Italian, California, whatever.)
Mirin cab be okay too, but it's much sweeter than white Chinese wine, so adjust accordingly.
I'd like to try the wildcard-winning Gong Bao tonight and my liquor cabinet is frighteningly bare. I have some mirin so perhaps I'll try that and reduce the sugar a tad as AntoniaJames points out. Thanks for the input!
I use a medium dry sherry. Marsala would likely be too sweet and heavy, at least for my taste. Mirin (Japanese rice wine) is also a great substitute, but be sure to check for sweetness, when using any of these -- or when using the Chinese cooking wine, for that matter -- and add a dash of vinegar to sharpen the sauce, if necessary. ;o)
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Mirin cab be okay too, but it's much sweeter than white Chinese wine, so adjust accordingly.