Erm, any specific location? I very much like the wineries out in Eger, but it's not downtown Pest, so depending on how far you want to travel (and your method of travel; ie, train, renting a car, taking a bus).
Tokaj wine is infinitely the most famous, so if you can get there: highly recommended. Most of the dry red wines favoured by expats are out of Villany. :) over 8 years ago