First off, good for you for drinking lots of water (it will do wonders for your overall health) and good for you for wanting to use a reusable bottle (saving the planet will also do wonder for you overall health).
Second, please DO NOT do what "snowboardingrocks182" suggests. Reusing typical plastic water bottles (like Dasani or any other one-use brand) is very hazardous to your health. Scientific studies have shown that these types of bottles leach toxic chemicals into the water if they are reused.
Thirdly, to answer your question, the only way you can be sure if a particular brand and type of plastic water bottle is BPA free is to check with the company that makes it. The one I like best is Camelbak (www.camelbak.com)... but please note that only their bottles that actually say "BPA-free" on the side are BPA-free. Keep in mind that although these new plastic bottles have been thoroughly tested for safety, we might find out down the road that they are dangerous in ways we can't detect now (BPA, for example, was considered safe for years).
Another alternative is to buy a metal bottle. The safest choice is stainless steel (try www.kleankanteen.com). There are still questions around enamel-lined aluminum bottles (www.sigg.ch) so I would avoid those for now.
Both Camelbak and Klean Kanteen are available outside the US.
And lastly, it sounds like you've already thrown your Nalgene out, but for others reading this, if you'd like to get rid of your BPA-bottle, please recycle it if there is a recycle symbol on the bottom. :)