- Physical robustness. Some probes just are built better than others.
How well does the clip pop off? How well does it stay on when you don't want it to pop off? How solid is the hook at the end of the clip? Is the hook sized well?
When you remove the clip, how sharp but yet strong is the pointy tip? This is an area where I've seen considerable variation. With some probes, a little sideways force will break off the tip too easily?
- Electrical performance.
How accurate is the impedance? How does it vary across frequency? What is the real effective parallel capacitance? How easy or not is it to adjust the compensation? How well does it stay put once adjusted?
How does the probe really respond over frequency?
Are different clips available for this probe? Can a new clip be bought separately? What about a replacement ground clip? Can you get ground clips in different lengths?
Like with any consumer product, price has at best a broad correlation with quality. Name brand products may cost more just because they are name brand. Lesser known brands may be trying to establish themselves by providing better value, or that's the only way they can compete with name brands.
Consider what desirable aspects are actually more expensive to produce and test for. Those probably correlate better with price.
That all said, I haven't really had much problem with a variety of probes, both name-brand and no-name. The two issues I have run into most are the detachable ground clip not making a secure connection, and the bare pointy tips being too easily damaged.