They all work about the same. Everyone has their own preference, and there are threads about all of them if you search them. I would recommend SHAG because that's what I've used before and I had good results with it.
Show Rite has a product called "2 Cool", it has the same ingredients as the other high dollar hair supplements for a fraction of the cost. I believe the last time I bought some it cost me about $25 for a 20 lb bag. You only feed 2oz per day so it goes a long way. Have had good luck on it so far. Here is their website, http://showrite.com/feeds.php?Id=Cattle