If you go for the $5-10 lights, don't expect much. Sometimes you even get the wrong LED, bad threads, intermittent light etc...
Mid-range Chinese lights ($20-$60) under proper 'brands' like Fenix, Jetbeam, Hyperion, Lumapower, Dereelight, Liteflux are all very high quality in terms of machining, finish, circuitry and output. 3-4 times cheaper than a Surefire but 80% as good or even just as good or better to some people. They are indeed kinda like apples and oranges, but to a general flashlight user, all you need is something reliable that puts out light.
If so, then these mid-range chinese lights are the best choice. SFs and american-made flashlights do come with quality issues too. Don't forget the price difference is not purely indicative of quality difference; material/labour/branding etc.. are all higher in the States. So you are also paying for all that.
That being said, you need to own some SFs later if you want to become a flashaholic, then later move on to 'connoiseur' level with the McGizmos, KIs and all that custom stuff