Bœuf Bourguignon is one of those dishes that get better each time they are reheated, so don't hesitate to make a lot in one go and then reheat it several times.
For the wine, it should be ideally a red Burgundy made from pinot noir grapes, but if you can't get one from this area at a reasonable price, try to get another pinot noir if possible.
If you have a good butcher, ask his advice about suitable cuts of beef for bourguignon, otherwise remember you don't need an expensive cut like steak, but preferably a cheaper cut suited to long slow cooking (such as stewing steak).
Years ago it was usual to thicken the sauce with a "roux" (mix of cooked butter and flour), it's efficient but unfortunately it dulls the flavour of the sauce. Bernard Loiseau the famous French chef, in his day, suggested replacing the roux with a little carrot purée, but cornflour also works well.