There are plenty of Chinese cookbooks that recommend Fino sherry as a substitute, if you can't find Chinese rice wine. I had to resort to that once, in an emergency (I stupidly let my rice wine supplies run low), and I have to admit that the substitution kind of works, even though I don't really like Fino sherry or, really, any sherry that has not been drowned in sugar to mask its character, and I don't think Fino sherry really tastes like a close match for Shao Xing rice wine. But mostly it's one component in a marinade or sauce, so I guess it's like a musician who can be a perfect fill-in in a band, even though you don't like his playing on its own.