I haven't used either brand you mention, but I have used both cheapo and expensive filters of all types.
First of all, I know you are paying at least some extra for the word "Canon" printed on the filter; how much extra I don't know. But just compare the price of an official Canon (or Nikon, etc...) camera strap with a similar strap from another brand (not a camera manufacturer). Obviously they both hold the camera about the same.
One difference between very expensive filters and not so expensive filters can be color neutrality. B+W filters cost a lot more than Tiffen or Hoya filters, but they guarantee absolute color neutrality (not effecting color balance). Tiffen and Hoya do not guarantee this with their standard filters; there may be some color shift. Although I think you'd be hard pressed to notice it in most situations. If it was anything significant for most photographers, no one would use them.
I'm not real familiar with Jessops, but if they are comparable to Tiffen or Hoya, then I'd say you'll be happy with the cheaper filter.