Just because this is an infused mixture of wine, brandy, and orange liqueur doesn’t mean you can just throw anything in there and expect it to taste good. Use spirits you’d be happy to sip on their own. This recipe is from Morcilla, one of the Hot 10, America's Best New Restaurants 2016.
Heat sugar and ¾ cup water in a small saucepan over medium-high, stirring to dissolve sugar. Let simple syrup cool.
Place thyme sprigs, rosemary, lime slices, slices from 2 oranges and 2 lemons, 10 mint sprigs, and 4 star anise pods in a large bowl; pour in brandy, liqueur, and vermouth. Chill base at least 4 hours and up to 12 hours (longer is better).
Strain base through a fine-mesh sieve into a large pitcher filled with ice, pressing on solids. Stir in wine and 1 cup simple syrup. Garnish with more orange slices, lemon slices, mint sprigs, and star anise. Chill at least 1 hour before serving. Serve sangria in ice-filled glasses.
Do Ahead: Base can be made 1 day ahead. Cover and chill.