More expensive is not always related to better quality.
That said, I play upwards of 100+ rounds per year and travel quite a bit away from my home club to play on occasion. So I need something that I know will stand up to that level of wear and use. I've bought some really nice looking inexpensive bags over the years, thinking they were a great deal. Then 6 months later a zipper breaks, or the material starts fraying, or the pocket lining gets a hole in it, etc. Some are definitely better than others, even with the lesser expensive brands.
Functionality is a big deal for me. I like being able to stow a lot of stuff in the pockets, so lots of big pockets are a must. Dividers... a putter well that will accommodate a mallet in the front... something big enough that my clubs aren't squished together in small compartments.
I've always had great luck with Sun Mountain for all those reasons. Bought a C-130 cart bag with the digital cammo style appearance about 3 years ago, and it still looks brand new. I still get so many compliments about how nice it is, although honestly I didn't buy it for the looks. I occasionally use other bags too, but they're Sun Mountain too, at least the cart bags. I like changing up the look every once in a while, so I might change everything over to a different bag a few times each season. But the C-130 is definitely the favorite.
And it is definitely not inexpensive. But for what I paid, I felt it was worth it just for the quality construction.