There are several styles of dessert wine ranging from a heavy fortified wine through to a naturally late harvested sweet wine. Generally the heavier the pudding, the sweeter the wine should be. A fortified red works well with chocolate.
There are three factors to consider when choosing a wine for your dessert. An acidic wine may pair best with a fruit dish, which also has natural acidity. Secondly the more intense the flavours of a dessert, the more intense the wine should be. Thirdly sweetness, a dessert wine should be sweeter than the dessert itself.
In general, as the colours of the dessert get darker, the wine should get darker too.
Balance is the key because if your dessert is too sweet for your wine it will taste too tannic because you won't taste the sweetness in the wine. If your wine is too sweet for your dessert then you may overpower the flavours of your dessert.
Fortified whites such as a Muscat & reds such as a Maury
Late harvested white wines
Sweet Sherry such as Pedro Ximenez to drizzle over ice-cream