As a retailer, I get asked this a fair bit. Since you live in Europe I won’t address specific brands, but I can give some general impressions.
First, invest a little time into finding a good wine shop that can give you hands on advice. If they are doing their job, they will be the ones to uncover the gems that will be worth cellaring. Talk to them, let them make recommendations, and if you like what they pick it will be well worth building the relationship to get wines that make you happy years down the road.
Bordeaux is still one of the great values in the world when it comes to cellaring wines, as long as you don’t get too hung up on specific producers. There is plenty of good juice out there in the really good vintages, and in weaker vintages you can be patient and wait for slow moving old stock to drop in price. Try a bottle of anything you’re interested in, play with it over 2-3 days without preserving it in the bottle, and see how it evolves. That’s usually a fair sign of its aging potential over 8-10.
I’ve been a big fan of the Rhone/Languedoc/Roussillon because there have been so many really good vintages recently and there are literally hundreds of good labels out there if you like the style. Lots of Village designated Rhones, Gigondas, etc in that $20 range that can easily evolve 5-7+years. If you can find a cuvee that has higher % of Syrah and/or Mourvedre, those have better acidity than Grenache and can have a better potential to live longer; not an absolute, mind you, but a fair rule of thumb.
Lots of stuff from Italy, as the major growing regions have had mostly strong vintages over the last 3-5 years. Have found a lot more really good Nebbiolo Langhe wines that can do a beautiful job with a decade in the cellar, and much better quality Rosso Toscanas and Montepulciano d’Abruzzi. Even down south you can get some very reasonable Aglianico that can shock you with their ageworthiness. Channeling my inner Roberto, Teroldego from Trentino and Gaglioppo from Calabria can be surprises as well.
Good Rioja and Ribera del Duero can cellar very well, but the regions can be a bit of a minefield as there are a lot more ‘drink now’ styled wines than there used to. All the more reason to taste a few and get a good relationship going with a retailer that can help guide you and your choices.
Hope that helps. Let me know if I need to add to any of this.