High strength pickilng vinegar is available from the larger s/markets, and includes brands like Sarsons.
It is not a plain malt vinegar or a non-brewed condiment but has a stronger acid content for the preserving of the pickles.
It is perfectly possible to use a normal malt vinegar by the way, or even a lighther white wine vinegar or similar, but typical vinegar is about 5% acid (its actually acetic acid) but for pickiling this can go as high as 17% or 18%.
Follow any recipes you have carefully and use the correct method for the best results, like do the brining properly, sterilise the jars etc.
Experiment with adding different extras to the jars - mustard seeds, herbs, chili flakes etc - generally you should use up the pickles within about 6 months so if you are making them for friends for Christmas make sure they know this...