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I completely agree with FTB - blackberry and elderberry is the one most likely to produce a wine you'll actually like, purplephoenix, even though it looks a bit more complicated. The only reason I thought nettle wine might not be the best choice for a first attempt is the result - it has a taste (like Marmite has) which people either love or hate. If you're in the hate bracket, you might just give up after your first attempt.
If you must do something with your nettles, I'd try nettle beer first - it's quicker and it will give you an idea if you're going to like the flavour.
Mike
EDIT: Here's a quote about nettle wine I've just found on the forums ... "I made some last year, this year it's still revolting and I added sultanas and a couple of lemons. I gave it all away but luckily the person I gave it to loved it, so I suppose it's all a question of taste! "