There's a certain amount of risk you take with any pickup because there are so many other variables involved with how you end up sounding. Makes predicting results iffy at best. My general rule of thumb is the thing shouldn't cost more than $50-$75 or you're just paying for hype. The bill of materials and their cost are very similar for just about any pickup of a given style (single/humbucker), so all that's left is labor. If they're made in the US, or are custom-wound, you have to expect to pay a little more. But, not much.
So, why are some of them so expensive? Hype, pure and simple. Go read the Kinman or Lollar ad pages. It's like a wine review where they're getting paid by the adjective. Means almost nothing. There are others, but names escape me at the moment.
If it was me and I had no idea, I'd start off with something from GFS. They make a wide variety, and they're pretty inexpensive while still being very high quality parts. If what you get doesn't float your boat, you can always replace it and you won't feel like you've been taken to the cleaners. For what a set of Lollars will run you, you could have 4 or 5 sets of GFS parts and I guarantee you would find something to love. Then, you can build guitars around the leftovers <grin>
