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Why wouldn’t it work? If Magento is having a problem with SSL, it’s usually that the user didn’t think out their cert putchase (config) before they ordered it. SSL is a server thing, and so long as you’ve taken your dir/subdomain situation into consideration, you’ll be fine with “anyone” you choose as far as I know.
I’m using Comodo and it’s been perfect. They also have a 90 day $0 cost trial. Check it out. If you don’t like it, get something else.
The SSL certificate is integral with your web server and not Magento. Magento itself is indifferent to the certificate provider. As long as you choose a widely recognized vendor for the cert, you should have no problems.
They carry all the brands like quickssl, geotrust, verisign, etc, etc…
Which one you choose is up to you. There is a lot of marketing and trust perception built into the more expensive certs, but then again, that marketing and trust perception is worth it IF it helps the customer buy from you.