i would say that in general, expensive makeup brushes are good quality and work well, but this doesn't mean that there aren't cheaper alternatives that are just as good if not better.
for example i'm obsessed with the MAC 187 brush which is over $30--but Lumiere makes one for $20 or so that's supposed to be just as good.
my favorite brushes i got for dirt cheap at a diane von furstenberg sample sale--they're soft, deposit color beautifully, and just overall amazing. i probably paid $5 per brush or less (although they retailed for a lot more).
in addition, there are many drugstore brands that make really nice makeup brushes and that are raved over on beauty blogs.
HTH!
