durability, cheap ones will deform and stop being so effective after a short while
the triggerpoint ones have a plastic core and foam around the outside with knobbly bits - they can really dig deeper into stubborn muscles like IT bands and quads
Materials used. Cheaper ones tend to soften quickly* so you'll have to buy a new one sooner. I'm fine with the cheaper ones but only use it occasionally on my legs when they're a bit tight.
*eg. 125kg power lifter rolling out 3 times a day.
Triggerpoint grid or Blackroll are the best two brands I've seen .