I have used the painless, the speedway, and the generics, as well as building a couple from scratch.
For one vehicle, it is about break even to buy spools of wire and build it yourself. It is more work, but you know exactly how everything is wired and that it is done right. If you are going to do a second vehicle, the material cost is paid for at that point. This solution is not for everyone.
The Painless and Speedway harnesses are pretty equivalent. You pay more for the Painless name, but it really isn't a better product.
The cheap generic harnesses are generally fine, but the quality control is much looser. Sometimes the wrong color is used, or a circuit that should be ignition switched isn't, or a crimp is a bit loose and needs fixed. If you are on a budget and don't mind going through a new part, inspecting it, and making sure it is good to go, these are serviceable.
I specifically got one of the cheap ones for my daughter's jeep so that we could go through it together as a learning/troubleshooting exercise.
