Well, in my case, my mother always buys expensive polish removers. I have told her so many times that a polish remover is just a polish remover. So she listened to me and bought a no-name one. 

And the first think i noticed was that i had to go over and over on my nails to erase the nail polish, in comparison to the more expensive one that erased it really easy and quickly.

Of course, the more expensive ones are more gentle to your skin and nails. I don't say that you should buy the most expensive one on the market but I'm sure you can find something in the middle. For example, i really like the Rimmel nail polish remover. It's cheap and really good. 

I've had really good luck with using Sally Hansen Polish Remover. It's inexpensive, removes polish quickly and thoroughly, and doesn't dry out my nails or leave them looking yellow. It's very high in quality for the price.

I always use Dollar Store brand remover. Up until about a month ago, I got Essie's remover and WOW. I can't really put up with the el cheapo remover anymore, it did such a good job! Especially with hard to remove glitters. It's worth trying. Beware tho, Essie's has a pretty powerful odor. I usually use that remover outdoors when I'm doing my nails.

Alot of it depends on your body chemistry. If you find lower end brands aren't working for you, then give a smaller packaging of a higher end brand a try. I must say that Sephora's nail polish remover is fabulous, but I just can't justify the price. I really like Beauty Secrets (available at Sally's) and Up and Up brand available at Target.