I don't know much about treadmills but I have heard that the ones that aren't motorized and fold up are not very good quality. I think if you go to the Runner's World site, I think it is
www.runnersworld.com they might have some reviews. In any case buy from a store that sells gym equipment. I bought my exercise bike from this kind of store and it is much better quality than some of the cheaper ones I have bought at stores like WalMart. Also the staff are much more knowledgeable and can tell you the pros and cons of each model. Another idea, if you happen to have a gym in your town to go and try one out to see if you will like it.
Finally I don't know how much you weigh but I know all about being embarrassed to be exercising in public. I've had my fair share of people looking at me and the odd comment from some mentally challenged teenager. I got past this by telling myself that my health was more important than any of this garbage. I walk for my exercise, outdoors or at the mall and I think it is the best exercise, it is easy and best of all costs nothing.