Quality counts when making Chicken Marsala, so look for a bottle that was made in Sicily. The fortified wine should be drinkable and smooth. Don't purchase anything that is labeled for cooking - they tend to have a higher salt content. There are also dry and sweet versions - I find the dry Marsala wine makes the tastiest creamy Marsala sauce. Resist anything labeled Marsala cooking wine as these are often loaded with salt. If you can't drink it - don't cook with it!