The only direct experience I have with very good filters vs. inexpensive filters is with CPL's.
I can tell a difference between shots done with my B+W CPL and a cheap no name Korean made CPL. The B+W has a more consistant affect and less of a loss in contrast. Because I bought the CPL at a tourist trap camera shop (Jackson Hole) it was probably a bit overpriced even for it. But even being over priced my B+W was still 4x more. So, the question is. Is the B+W worth 4x more in the final product. For normal shooting probably not. For something that you want to have an as near perfect shot as you can get. It is worth the extra. Where the less expensive filters start to show their limitations is when you start working with large pictures. They look just fine small but once you start to zoom in or print larger. The faults start to become more prominent.
For someone on a very tight budget and no chance of being able to buy the best filter in the near future. Buying a low cost filter may not be so bad. The cheap CPL's I have are better than no CPL's at all.