The cheap form of calcium is known as calcium carbonate. It an alkaline form of calcium and harder for the body to digest. Why? Because calcium requires an acidic environment in the stomach in order to absorb a calcium supplement. Thus, if you take calcium carbonate on an empty stomach (when your stomach has a higher pH), you're unlikely to absorb much of the calcium in the pill. Thus, when looking for a calcium supplement, it's best to find one that's in acidic form.
That's why calcium citrate is a superior form of calcium. It's in an acidic state which means that you can take it on an empty stomach and enjoy the benefits of it being digested and absorbed by your stomach.
So why don't all calcium manufacturers use calcium citrate? Because it's more expensive. Thus, don't expect to find a premier calcium supplement for rock bottom prices. You'll likely pay about $20 for a good bottle of calcium citrate (MorterSupplements.com carries a good calcium supplement: http://mortersupplements.com/alkacal1.html) that will last you a month.
In conclusion, calcium supplements come in all shapes and sizes. Those that are effective and a bit more expensive, and those that are cheap and indigestible. As always, your health is your choice, and researching your products before you buy them is one of those choices. When it comes to calcium, you now know what makes a good calcium supplement - calcium citrate!