Depends what the situation is. As just a casual drink in an evening, I prefer a beer. With food, generally wine, unless I'm having Mexican. At a bar, I'd never order wine, mainly because it wouldn't last me long enough to make the cost worthwhile, whereas a pint can last a while (although it usually doesn't).
If I'm just trying to get drunk, wine is by far the better option. A cheap bottle of wine costs about £4 and will get me drunk, I'll just top it up with shots and spirits as the night goes on. Spending £4 on beer, I wouldn't be able to even feel it, and it would make me really gassy all night.