I've been making cheese pretty steadily for the past couple of years... it probably sounds odd, but when we were milking 50 cows, we really couldn't afford to take milk out of the tank for "experiments" or anything except house milk, so I never did much with it. Now that I have this lovely little Dexter-Jersey milk cow, who gives about 6% butterfat milk, I've been having a blast.
First, BE CAREFUL to find NON "ultra-pasteurized" milk for making cheese. It simply doesn't work- the flash heating they do denatures the proteins enough that it won't form curds, or otherwise just makes an expensive mess. Sadly, most milk is ultra pasteurized these days (extends the shelf life), and even some that's not labeled "ultrapastuerized" still may have been flash heated to far higher temps than they used to use. So you may have to experiment with various brands before you find one that will work.
Cheddar, etc can be tricky, but most of all, they're just plain time consuming. You can easily take 5-7 hours to make a wheel of cheddar using the traditional methods! However, in Ricki Carroll's classic "Cheesemaking made Easy" book, there is a recipe for "farmhouse cheddar" which is a stirred curd cheese, and it makes a nice cheese, although maybe not quite as good as the "long version".
The absolute easiest cheese to make is mozzerella. Use Ricki's "30 minute mozzarella" recipe, and you'll be amazed. I absolutely love the stuff... I often heat a couple slices up in the microwave to just take the chill off, and eat it for a quick snack. I do strongly recommend you buy the lipase powder and use it- you don't need much, but it definitely gives much better flavor to the cheese, especially if you are using commercial milk. Fresh, raw milk from a pastured cow has a much fuller flavor profile, but it still benefits from the lipase powder.
Next easiest (except, of course, for yogurt or queso blanco is cream cheese. It's an overnight cheese, but the amount of time actually spent on the job is mere minutes. Ricki's site is THE best cheesemaking reference site on the web. http://www.cheesemaking.com/
You can find most of the recipes in her book in the "recipes" section of the web site, including the farmhouse cheddar, mozzarella, etc.
Now, wine...
PLEASE, if you really want to do this, start with a kit. Once you learn the basics of how it should work (and what a good fermentation looks like, etc) then you can move on to country wines (which is what they call pretty much everything except wine made from varietal grapes). I've never had a problem with a kit wine (and they can be fantastic- I made a batch of watermelon mist wine for our youngest son's wedding, along with 5 gallons of Liebfraumilch. It's the only reception I've ever seen where people were STEALING the wine on the way out!)
I've had excellent results buying from these guys: http://www.eckraus.com
Their website also has a ton of reference and troubleshooting guides.
I've got a wine rack in our cool basement full of assorted wines- most are "country wines" like apple-peach, spiced peach (this is probably gone... I made it by putting a couple sticks of cinnamon and a few chunks of candied ginger in the wine carboy when I racked it off the first time. It was amazing), pear-white grape, and some really interesting blueberry. The funny thing is, we're not really drinkers... but a glass of chilled mist wine on a hot summer evening, or a glass of the spiced peach on a cold winter night never goes amiss...
Lost... while fresh raw milk certainly does contain a lot of lactobacillus, and you certainly CAN make cheese with just rennet, the commercial cultures (which aren't *that* expensive, and if you are making a lot of cheese, you can buy the commercial cultures which are a little trickier to measure for small batches, but which cuts the cost per pound of cheese down a LOT. Our milk has always been so biologically active that we could make "yogurt" (actually, "clabbered milk", as for yogurt, you first scald the milk to 180° and then cool it before adding the cultures, which helps keep it "whole" and not end up as "curds and whey" in the fridge) simply by setting a stainless steel pail of milk next to the hot water heater in the milk house overnight. The next morning, it would be solid curd from top to bottom.
The most important thing about using cultures is they can rapidly reproduce, and that helps keep any potentially "bad" bacteria from becoming the dominant strain.
I'm not saying not to experiment with "natural" methods, but milk isn't THAT cheap, and if you want to make hard cheeses, you won't know if your method is working for several months. Could get pretty expensive.
Summerthyme