It really comes down to build quality for the most part and branding. If you look at the OP, I give a general rating of the build quality for each of the Qi chargers I tested. Some use a cheaper plastic for a casing, others are built nicer. The "Rectangle w/LEDs" and the "Q8" are the best built of the bunch. But don't think you are limited to those 5 I reviewed, there are TONs of Qi chargers out there, just look for whatever one you like.
The only important thing is to make sure it outputs 1A.
The other difference is generally branding. For example, this
Lugulake $19 Qi charger is exactly the same Qi charger as the "Rectangle w/LEDs" that is $12. The only difference, is that there is a Lugulake stamp on it...
There is no difference between the "expensive" and the "budget" ones in terms of performance. If the Qi charger has a rated output of 1A and is properly powered, they will all perform pretty much the same. It is a Qi standard. As long as it is followed, performance does as well. That is why, despite having 5 different Qi chargers, they all performed almost identically when powered correctly.
The cheap chargers and the expensive chargers use the exact same coil tech inside. There is nothing special about how a Qi charger works. Any of the risks you have with a cheap one, will be exactly the same on an expensive one.
The temperatures created from Qi charging are nothing compared to playing a graphically taxing game on your phone. People who tell you that the temperatures get too high, or it will destroy the battery are exaggerating. Qi charging is a standard, and it is built directly into the phone. Google uses it, Nokia uses it, Samsung provides adapters for it. It's fine. If you have ever played a game on your Nexus 5 where your frame rate drops heavily, you have been thermally throttled. That's an overheated GPU (and possibly CPU) that has been slowed to prevent damage and that is a battery temp that has probably jumped much higher than a Qi charger ever will cause.
Is an expensive Qi charger worth it? Not in my opinion. The performance is the same. If it has 1A output, and you power it properly, you will get the same performance whether it's $10 or $50. What you are really paying for is brand name, and build quality generally in terms of the outer casing. The internal coil etc. is all the same, as it follows the Qi standard.