Every bottle of sparkling wine starts as an ordinary still wine. The bubbles are carbon dioxide made by a second fermentation, and the whole difference between Champagne, Cava and Prosecco comes down to where that second fermentation happens and how long the wine sits afterwards.
Yeast eats sugar and makes alcohol and CO2. In a normal wine the gas escapes. In a sparkling wine it is trapped in a sealed container, so it dissolves into the liquid under pressure. Open the bottle and the pressure drops; the gas comes out as bubbles.
A common rule of thumb is that about 4 g of sugar per litre makes about 1 bar of pressure. Six bars of pressure therefore needs roughly 24 g of sugar per litre, which is why bottle-fermented wines are made with a measured dose of sugar and yeast (the tirage) and not "a spoonful". Try it below.
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Used for Champagne, Cava and Crémant. The steps are: ferment a dry base wine, bottle it with yeast and sugar, seal it with a crown cap, and let the second fermentation add about 1.3% alcohol and trap the gas. The dead yeast cells (the lees) stay in the bottle, and the wine ages on them to pick up bready, toasty flavours. Then the bottles are turned and tilted so the lees collect in the neck, the neck is frozen, the cap is popped and the plug of ice and yeast shoots out (disgorging). Finally a little wine mixed with sugar, the dosage, tops the bottle up before the cork goes in.
This gives pressure around 5 to 7 atmospheres and the finest, most persistent bubbles. It is slow and labour-heavy, which is mostly why it costs more.
Prosecco is made in sealed pressure tanks (also called Charmat or Martinotti, after the two men who patented versions of it in 1895 and 1907). The second fermentation takes at least 30 days for Prosecco, then the wine is filtered and bottled under pressure with no time on lees. The result keeps the fresh fruit and flowers of the Glera grape, with typically 2 to 4 atmospheres of pressure and a softer fizz.
Neither method is better. They make different drinks.
Prosecco is allowed as "frizzante" (lightly fizzy) or "spumante" (fully sparkling). Sweetness is a separate scale: Brut is up to 12 g/L of sugar, Extra Dry 12 to 17 g/L (slightly sweeter than Brut, despite the name) and Dry 17 to 32 g/L. Look for "traditional method" or "metodo classico" if you want bottle fermentation. Only wine from the Champagne region can be called Champagne.
Choose by the style you want, not the price. For toasty and rich, pick a traditional-method wine with a long time on lees. For bright and fruity, pick a tank-method wine. Serve it cold and pour gently. If you want the occasion without the alcohol, many alcohol-free sparkling wines exist, and many are made by removing the alcohol after fermentation. Enjoy in moderation, and never drink and drive.