From my experience, HF sells .23 wire and when you go to your Lincoln dealer they sell .25. The Lincoln guy says the knockoff wire is interchangeable but they don't recommend it. Of course they would say that. I use the Lincoln stuff but I have tried the .23. If there is a difference, I cant see it. The wire speed is all the difference there is. If you up the speed about a hair when using .23, you now have .25. HF IS cheaper, but doing some research on the makeup of the wire itself, I prefer to go with alloys that Lincoln recommends.
There is more to this than that, I like the Lincoln company model for taking care of its employees and the philosophy of the company. Its ALL a matter of personal preference.