http://en.wikipedia.org/wiki/The_Dinner_Party_(Seinfeld_episode)
was an entire episode about bringing wine and cake to a dinner party.
I am sure customs vary but here it is considered polite to bring wine or cake. I have usually served the wine that was brought. I have been a quest and brought wine and had the householder ( ugh they ruined that word for everyone) look at me like i had two heads. I guess they did not get the memo .