I would say if your planning to do large amounts of welding work on a project (serious body work, frame mods, heavy custom) go with one of the more expensive helmets. For lighter use get a comfortable helment and get a "relpacement" type auto lens.
I use a speedglas 9000x (I think thats it). It has many settings (mig, tig, shades 9-13, and sensitivity). I have used several of the "lens replacement" type of auto changers and they work well also, just have fewer adjustments. The main reason I chose the 9000x was the sensitivity setting which adjusts how much light it takes to darken the lens. Not a big deal if you weld alone in your dark garage, but if you plan on welding outside you might want to consider it. I worked on a production line with 3 other welders within 10 feet and 4 robot welders about 18 feet away, so the expence was worth it.
If I were buying one now just for home use I'd get a Jackson helmet (think they are very comfortable and light) with one of the replacement type lens. Last time I bought a lens like that it was about 125-150. The helment was like 25.
The problem I have with the "cheap" (less than $100) helmet/lens packages is the awful helmet that they put in with them. A good helmet with good head gear will last forever and be very comfortable. I feel most of the low end auto lens are about equal as far as protection go.
On last thing for when you get your helmet. Buy a pack of replacement sweatbands, the twin packs that are brown are good. The sweatbands in even a really expensive helmet suck. They can make a world of difference in how a helmet feels, especially in hot weather.
Sorry to be so long winded.