I think that for the most part, more expensive shoes are of better quality but just like everything, there are bound to be exceptions to the rule. It's just like TVs, refrigerators, ovens, etc. While thousands of people may use a specific model for years with no problems, there may just be a few people that get them and they break right away. Luck of the draw, if you will. There are always a few bad apples, I guess it's what I'm trying to say.
That said, cheaper shoes do not necessarily mean lesser quality. There are very well made shoes out there that are inexpensive, especially when compared to brands like Manolo Blahnik, Christian Louboutin, YSL, etc.
However, there have been a lot of complaints about the quality, or at least quality control, of Christian Louboutin shoes.