I would love to grow my own herbs as I like to cook.
My intention is to grow them in containers fixed to a wall.
Whilst I have grown many things in my time, I have never grown herbs.

I will probably buy a book specifically about growing herbs, but in the meantime, can anyone recommend herbs to grow that would be fine in containers?

Do they lose their foliage in the autumn meaning I only have access to fresh herbs for a limited period unless I harvest them and dry them for storage?

I know nothing about herbs except for how they taste and what meals they go best with.

Herbs do fine in containers. A lot of them are of Mediterranean origin so can put up with being dry for a while too which helps
I grow sage, thyme, rosemary, bay, mint and oregano in pots outside. You're right in that they tend to die back in winter, though many do still have leaves on all winter that you could use.
I also grow parsley in pots, but tend to keep that inside as the snails love it too much! Actually the less woody types of thyme suffer too.
If you can bring the pots inside you may be able to use them all year fresh, though some plants are better grown fresh each spring (eg oregano/parsley/coriander)
Mint will definitely die down for winter - though it'll be back in spring.
Not sure I'd bother buying a book - seed/plant care labels should tell you all you need to know.

ETA Some of the types of sage and thyme are very decorative, its worth a trip to a large nursery/garden centre to see the different varieties to pick ones you like the look of (and you can taste the leaves too!)