Not only is local cheese delicious, but several of South Africa's best cheeses are produced in the very same region as their best wines. Some do it all within one estate, like Fairview, which makes this vineyard a really great foodie excursion.
The most popular cheeses you'll find in South African grocery stores are typically gouda, feta, goat cheese, and cheddar, and the quality can vary (you typically get what you pay for). There is growth in the specialty cheese category, however, and the popularity of blue cheese and white-rind cheese, like camembert and brie, is growing. Fairview Wine Estate, has over 20 varieties of cheese, and is the best place for a cheese lover to sample different kinds and purchase some to savor later. However, if you're not visiting Fairview, you can typically arrange for a cheese platter to be served at one of the vineyards you'll be tasting at by calling a day or two in advance.