Lu,
You're right, the jet is not reacting against the air outside and rockets, balloons and turbine engines do operate off the same principle, but you're wrong about the pressure differential providing the thrust.
The engines and balloons that you talk about derive their thrust by the momentum change, or accelaration, of a mass of working fluid. At the end of the day, you cannot go faster forwards tham you are propelling gas backwards. Previous threads have discussed how thrust decreases with increasing forward speed. This is precisely because the momentum change imparted is decreasing, and the exhaust gas is leaving backwards at speed cancelled out by the forward speed
Supersonic jets have to propel gas backwards fast (e.g. Concorde, military jets)because their ultimate speeds are higher (that's also why they are so noisy when they pass you on final approach - the high jet speed creates lots of turbulence which you hear as rumbling noise), but Commercial airliners impart lower accelerations to larger amounts of gas - higher bypass ratios gas turbines and propellers.
The engine is not "sucked forward" as other threads have alluded to - they are propelled forward by the acceleration of gas through some kind of nozzle (momentum change).
This is also demonstrated by the reaction on a constricted hosepipe. Where is the pressure on the "forward wall" of a hose? At the pumping station. Where is the acceleration of the water? In the nozzle. So where is the force developed? In the nozzle, which is why the nozzle flicks around, not the rest of the hose.