In addition to the the resveratrol (mentioned by AARON G) in red wine does increase your HDLs (good cholesterol) and have numerous other health benefits, red wine also contains flavonoid phenolics.
These powerful antioxidants are also found in high concentrations in the super-fruit acai, pomegranate, green tea, and blueberries, all of which i'm sure you've heard have many health benefits.
While there are many benefits to getting these nutrients, wine should not be your ultimate medium for them. Although a glass every now and then certainly doesn't hurt.
I guess the old adage stands true: All good things in moderation.