Name brand fog lights usually have better wiring, switches, more engineering in the reflectors & lenses, and better bulbs.
The most important thing I've noticed is bulbs then lenses. I have PIAA 520s and 580s and the 520s didn't compare to the 580s until I installed the same bulbs the 580s have into the 520s. The 580s are still brighter but now the 520s add something rather than just being washed out by the 580s. PIAA bulbs alone are usually $60+/pair even on eBay. Lenses/reflectors are $50-80 each.
I have some blazer 4x6 lamps on my gobi rack that I picked up for $25/set from advanced auto and installed some $35 HID conversions from eBay in the reflector and they are VERY bright. HIDs aren't very good if you can't leave them on for long periods though.
If you're really on a budget get some cheap lights and buy some 100 or 135W bulbs. Just make sure you use heavy gauge wiring and the lights have metal housings. I wouldn't waste money on small lights though (like the little 2x3 or 2x4 $20 lights) they don't have big enough reflectors to do much from my experience. Even with upgraded bulbs. Pro Comp and KC make some decent cheap lights that are only like $20-30/per light but don't include wiring or switches.