This may surprise you but a good dessert wine such as Sauternes is really good with strong flavoured cheeses. Otherwise traditionalists recommend a good heavy red (Port is common but perhaps a bit too heavy) such as an Italian Barolo, a good old claret or an Australian Shiraz.
In the context of a cheese and wine party I wouldn't worry too much as virtually all wine will be fine. Just remember the old saying: "Buy with an apple; sell with cheese." (The acidity of the apple will cleanse the palate and challenge any wine, the fat of the cheese will do the opposite.) Just pick a good range of cheeses from mild to medium and enough different red and white wines to allow, say, a third of a bottle for each guest and you'll have a great party!