Actually Grade A and Grade B are processed equally (ie the sap is cooked in the same way for the same amount of time, then filtered, then canned) - lighter syrup such as Grad A is made at the beginning of the season while the darker syrups and Grade B are made at the end of the season. The difference is only in the composition of the sap used. Towards the end of the season there are more sugars and minerals in the sap as the trees are really gearing up to start making leaves. Grade A is better as a condiment - it ranges from light to dark, light is nice for things like ice cream or in tea, while medium or dark is good on pancakes and waffles where you really want to be able to taste the maple flavor. Grade B is best for use in baking.
IMO the best place to get maple syrup is either directly from the producer at the sugar house (which would be a really fun "fieldtrip" for kids btw) or from a farmstand or market carrying locally made products. If you get a bottle that has a little label stuck on it naming the farm, you can be confident that that producer is a small farmer and is not using formaldehyde in the processing (I never even heard of this until lately, and when I asked my dad about it he was totally disgusted). The chances are good this will be a fresher syrup as well. My co op sells it in bulk, which is another way to save a bit.
With maple syrup you get what you pay for, really. I know it seems expensive but when my family sugared we only broke even, we never actually made any money. We did it for fun and to be able to share with friends and family. It takes a lot of time and man power for small producers to make syrup, hence the price- kind of like the way organic produce can be more expensive. There may be exceptions to this, but if you are getting it "cheap" at Costco or Trader Joe's than it may very well have been treated with something, and it probably spent a few years in a barrel in a warehouse somewhere before being bottled. Not that it won't still be ok, but unlike wine, maple syrup is best fresh.
Also, if you plan to start using maple syrup in baking know that it is more acidic than cane sugars and that you will have to adjust your recipes slightly. You add some baking soda, reduce the amount of liquid, and reduce the heat. I've seen several different directions for adjustments so you will have to look around a bit.