1: Use Inexpensive Wine, Not Cheap Wine. Using expensive wine in sangria is like using super-premium vodka in a Bloody Mary. The wine is buried under so much other stuff that you're going to have a hard time telling the difference between sangria made with a $30 Rioja and Three-Buck Chuck from Trader Joe's. As long as you pass on el cheapo jug wine like Franzia or Carlo Rossi, you'll have a tasty end product.
2: Skip the Fruit In The Glass (Unless You Really Like It)
I have a surprise for you. You know those bits of cut-up fruit that you leave soaking in the wine? They don't add any fruit flavor to the drink. The wine barely penetrates the fruit. Don't believe me? Check out the photo to the right. That was left to soak overnight; the wine didn't even penetrate a millimeter into the apple slice. All that happens is the fruit picks up a little of the wine's flavor. I hear some of you howling "But I like the boozy fruit!" I can't blame you, I have a soft spot for it too. If you want to add fruit, cover thinly sliced pieces of fruit with a little of the wine in a separate container, and let it sit overnight to soak up some wine. Then, add the wine back to the sangria, and put a couple of bits of fruit into each glass as you serve. Any reasonably firm fruit will do; apples, oranges, kiwi, mango, peaches, strawberries...
3: Mash Some Fruit
So, if soaking the fruit doesn't add any fruit flavor, how do you get fruit flavor into the sangria? Simple, you mash the living daylights out of some fruit. I always use at least an orange and a lemon (unpeeled so the zest can release its flavorful oils). Anything else that goes in is a matter of whim. Firm apples and pears don't mash well, but just about anything else will work. Just slice it thin, add a little sugar, and use a wooden spoon (or your trusty muddler) to get the juices flowing. After soaking overnight in the fridge, strain out the mashed fruit bits, they're not very pretty in the glass.