There are also degrees of sweetness - I generally find a medium-sweet bottle to be the most 'all purpose' (a good liquor shop should be able to direct you to one.)

I love marsala; relatively inexpensive and SO versatile. Classic chicken or veal marsala (btw, slices of pork loin, pounded thin, are a delicious and less costly alternative to veal scallopini...I actually prefer the pork flavor in this dish.) It also works well in gravies for poultry, in desserts (old school zabaglione is an insanely luscious dessert - no doubt eventually destined to be a nostalgic trendy 'rediscovery'), in a trifle....a mushroom saute...I said versatile, right? A bottle is a good - and very reasonable - investment.

Cooks Illustrated likes sweet marsala for "depth of flavor and smooth finish", they temper the sweetness with a little lemon juice.