Welcome to the forums, lorette
You will find commercial embroiderers praise Isacord by Ackerman, Madeira, Marathon, and Robinson-Anton. There may be a few others I might have missed, but you won't be disappointed with the ones I listed. As to your question about the difference in thread pricing, there sure are cheaper kinds out there. I have not tried all the cheapest thread brands, but you will find that you generally get what you pay for. Some may be cheaper, but quality may not be comparable to popular brand names.
You don't want to be a cheapskate when it comes to embroidery thread--not saying that you are

. Simply, poor quality thread means more thread breaks and other problems. Don't just consider the present quality of the thread; consider what happens from then on. I can't remember the brand I tried last year or the year before, but the thread bled after the first washing. There was another brand that I tried that had the outer surface of the cone coated in what seemed to be a wax-like substance to make the thread appear to have wonderful sheen. What a trick! After the first thread layer was gone, the remaining thread was much, much duller. So stick with popular brand names--they've been tried and tested by commercial embroidery shops everywhere.
It makes no sense to save a few bucks on thread when you have to pay for it in lost time fixing thread breaks, removing embroidered stitches, and other problems that may lead to unsatisfactory results or spoiled goods that you may end up footing the bill, and much worse--losing a customer.