Indeed you do get what you pay for. For excellent performance and some puncture protection, Michelin Pro Race 3s and Continental GP4000S are generally well regarded, as are a number of others.
Vittoria Rubinos or Rubino Pros are cheaper and generally well liked. Schwalbe do a good range too with choices for most budgets.
High end race tyres use softer rubber compounds for performance but the trade-off is they don't last as long. If you're commuting on them you may want something harder wearing (Conti Gatorskin etc.) but for the nicest ride, race tyres are best - just with higher running costs.
Matthew