I've generally found that you mostly get what you pay for. With those cheap canister stoves, I'd be concerned about the durability of moving parts, the fuel economy, and, as mentioned above, leakage of fuel when taking the stove on and off the canister--this last is a big safety issue as well as threatening to leave you without fuel in the middle of the trip.

You'll find lots and lots of truly excellent stove info on Hikin' Jim's blog, Adventures in Stoving.