You guys are thinking too much about SSL, it's really fairly simple.
Where you will run into issues is if your on a shared hosting plan, but if that's the case you've got problems running dolphin at any medium+ scale and I wouldn't even think about SSL at that point.
Watch this SSL primer: http://www.youtube.com/watch?v=SJJmoDZ3il8
Now understand the only important factor about choosing a CA is if they are widely known, trusted, reliable, and offer the type of protection/insurance you are looking for (if relevant). If you don't choose a widely know CA, you risk your clients not being able to trust your identity because the CA is not common to them.
Do you really need a wildcard? The only thing it gains you is covering any amount of subdomains, IE sub1.mywebsite.com, sub2.mywebsite.com. It does not cover multiple Top Level Domains (TLD), IE mywebsite.com, yourwebsite.com. Also, a wildcard cert is only good for one physical server. If you have multiple subdomains under the same TLD but they are hosted on different servers, you'll need a cert for each one. In most cases, especially non corporate, wildcard SSL is not worth what you pay for it.
daihlo - your best bet is to buy in bulk if you are looking to cover multiple domains on a single server. There are reseller programs out there that might benefit you. The only catch is that most require you place a deposit (usually in the neighborhood of $1,000 USD) that you draw from when you request a new SSL.
Should you buy an EV? Only if the little green title in the address bar is worth it to you. Standard SSL should be fine for a dolphin site. I would only buy an enhanced SSL if your clients expected it & you were doing financial transactions - it'll give them that warm fuzzy feeling inside.
Who should you go with? Symantec is probably the most sought after, but you'll pay a pretty hefty fee for even a standard SSL. RapidSSL & GeoTrust are excellent alternatives, widely trusted and come at a great price. Avoid GoDaddy & Hostgator, their marketing is nothing but a headache.
With that said, glad to see you got it working sampson. Did you notice a performance impact once it was fully redirected to HTTPS?