Madiera comes only from the Island(s) of Madeira, just as Porto comes only from the Douro Valley of Portugal and Sherry comes only from the regions in and around Jerez in Spain. There are "imitations," but are rarely worthwhile (IMHO).
The main labels available in the U.S. are Blandy's, Cossart Gordon, and Leacock's -- all three are owned by the Madeira Wine Co. (aka the Symington family) -- just as are the Porto labels of Dow's, Gould Campbell, Graham's, Quinta do Vesuvio, Smith Woodhouse, and Warre's.
I wholeheartedly second the suggestion of Henriques & Henriques ( www.henriquesehenriques.pt/ ). This is an old, independent house that is producing some truly stunning wines. Their bottlings of 5-, 10- and/or 15-Year Old Malmsey AND Bual are superb in their respective categories -- indeed, I find the 10- and 15-Year Old bottlings hard to beat at any price.
Another choice is Barbeito -- www.vinhosbarbeito.com/ -- as they have a number of excellent choices.
D'Oliveras does indeed make some stunning vintage Madiera (the 1900 Bual is amazing), but I would hold off on vintage-dated Madeira until you have a bit more experience.
Also available are the wines bottled for The Rare Wine Company, which can be quite good, and those bottled for the Broadbent label by Justino & Henriques (generally referred to as simply "Justino's" and not to be confused with the aforementioned H&H). Justino's is not my favorite house, but these can be good introductions . . . .
A couple of more thoughts:
1) avoid anything called "Rainwater" -- it's an inferior blend.
2) avoid -- at least to start with -- Madeiras labeled Sercial or Verdelho. These are excellent wines, BUT they can be so dry (not sweet) and austere as to be off-putting for the neophyte (and some expereiced drinkers of Madeira as well).
Ric, here's a recent thread on the wine board that talks about Madeira:
Madeira under a $100
I'm in love with the Henrique & Henrique Malmsey (or Bual). It's voluptuous, and around this time of year through Valentine's Day, I usually always have some on hand.
I suppose the Holy Grail would be one of the older Madeiras. A bottle of the D'Oliveiras Reserva Verdelho 1966 was once given to me, and it was a different experience -- not as full of caramel and raisin flavors but very beautiful and refined.
Others may disagree, but I say avoid Madeiras not made in Madeira.
Hope you have a tender first experience.