The area you're talking about is called Moesia, though to ensure its security he'd have to build forts all along the Danube, or indeed make forays into Pannonia and Dacia to subdue the tribes there--tribes that weren't Slavic. Slavs didn't live in Europe until the AD 500s.
In any case, I don't know about the wealth of the Balkan tribes. Being
apparently more ferocious than the Celtic tribes in Gaul, perhaps they had less riches available for plunder. Then again, being ferocious they would have raided and taken more.
If Caesar doesn't take Gaul, I'm sure that the man after him (still Augustus) would take it out of necessity, for border security (the Rhine is a lot better border than some random line in the high hills of the Massif Central; just as Augustus took Moesia OTL out of necessity, for border security, the Rhine being a better border than the valley-filled Dinaric Alps and Balkan Mountains.
That would be a fight to watch. Burebista vs Caesar... Caesars going to have a really tough time.
Holy carp, reading Burebista's wikipedia page, I see that the end of their lives read like the same book.