Cheesecake needs an intensely sweet white wine to stand up to
the creamy mouthfeel of the dessert.
Any Botrytis wine will do well (I am a fan of Peter Lehmann
myself) - but if you want a truly unforgettable experience, find
somewhere which will sell you a Hungarian Tokay. (Tokay is never
cheap, but the mid-price ones are bargains, and the expensive ones
even more so).