Use of algin and calcium chloride in spherification
There certainly are solutions that will not work. The reaction will only occur within certain pH ranges. You will sometimes see the addition of sodium citrate in a recipe, this is to correct the pH in to acceptable ranges for the gel to form. For sodium alginate, the acceptable pH range is 2.8 - 10. However, if the pH is &lt; 4, that can inhibit the process (requiring the citrate). I can't find a definitive answer in a quick search for vinegar pH, but it looks like it may be too low. I'd guess that was your issue (since you had success with the milk).

I have also heard of issues with getting alcohol to gel at certain concentrations, but have no direct experience with making alcoholic gels (beyond a little flavoring). 

Absolutely the best resource for this stuff at the moment is the Khymos Recipe Collection. Check out the appendix for detailed properties of the different molecular substances. However, Modernist Cuisine may soon become the 'bible' when it's finally released (and some people shell out $500 for it). 

In my experience, if you want the caviar "pop" with spherification, you need to do it immediately before service. Leaving the caviar in a water bath can leach color and flavor, and as you say, the spheres continue to gel. My best results have always involved doing it at the last minute. Fortunately, it's not hard to do, and it's a great parlor trick, so you can incorporate the creation in to the service. 

I also think that reverse spherification (putting a calcium solution into an alginate bath) holds the liquid center better as the gel forms outward rather than inward. This does leave you with a flavorless membrane thought, as the bath is technically gelling around the solution. So for preparations with a thick membrane, this may not be ideal.