the expanding balloon analogy is not the best.

Agreed. But it is still the one I've most often seen presented. "The favorite"; rather than my favorite.

I guess my favorite is the stretchy rubber sheet with heavy spheres represent stars and planets and demonstrating the gravity wells and imprinted lines showing the curvature that results; but it's still an inherently two dimensional analogy (despite that dips give a third dimension).

I still find it hard to imagine a gravity well in 3 dimensions, and I guess that's because you need be in the fourth dimension to envisage it.

I have inordinate trouble with going above 3D; but I don't see that as a limitation, but rather as a deeper awareness of the underlying incongruity of trying to visualise something we can never really see. For example, this tesseract animation just demonstrates the limitations of trying to visualise higher dimensions with inherently 3D brains and devices.

If you want to make your brain go soggy, try to visualise a 4D sphere analog :) Then go here and see if you think the author's animation does it for you? (The write up is ... interesting also.)