Cheap sprockets are a false economy. The threads aren't as well machined and there is a higher risk that they will strip your hub. This is more likely to be a problem if you change your gearing or skid/skip etc. Given that sprockets aren't that expensive then I would really recommend getting a decent one (Surly, EAI, Dura Ace (if the sizes are right) or the Condor CNC ones).
They are also much more likely to be out of round etc and this will make your bike feel weird and also makes it more likely that you will drop a chain (a very nad thing). E.g. http://www.londonfgss.com/discussion/1334/the-19t-sprocket
Cheap sprockets are a false economy. The threads aren't as well machined and there is a higher risk that they will strip your hub. This is more likely to be a problem if you change your gearing or skid/skip etc. Given that sprockets aren't that expensive then I would really recommend getting a decent one (Surly, EAI, Dura Ace (if the sizes are right) or the Condor CNC ones).
They are also much more likely to be out of round etc and this will make your bike feel weird and also makes it more likely that you will drop a chain (a very nad thing). E.g. http://www.londonfgss.com/discussion/1334/the-19t-sprocket