They're not all the same.
I think it's been reported here before [by Andrew Gabriel] that the Brennenstuhl one gives quite inaccurate results on low power factor loads.
I have the Maplin one (L61AQ) and that seems to give reasonably accurate results on low power factor loads. Its main limitation is that it's not too great for measuring very low powers and currents (< 5W) due to a lack of resolution and the presence of slight zero offset. But for a cheap thing (£12.50 I think I paid) it's amazing value.