i've bought all kinds of balsamic vinegar and to be honest, unless you're an expert it's difficult to tell the cheap from the expensive so i'd recommend that initially you buy whatever your local supermarket happens to stock, even their own brand, and go on from there. as you've realised, balsamic vinegar and bog standard malt vinegar are miles and miles apart :)
a local eatery makes a lovely dressing with balsamic vinegar and sugar, reduced down till it's syrupy. making me drool just thinking about it ...