Ive tried a few, my friends have also tried a few, GHD is the best I have to say in comparison to everything I have tried. There are many others who would agree and any forums I am on who would also agree. But they do cost more, it would appear you do get what you pay for!
Just make sure you use a heat protectant spray of leave in conditioner to reduce the amont of damage you do. Even GHDs will damage your hair to some extent but some damage more then others. When you straighten your hair with irons at a high heat, you basicly have all the oils in the hair strand move to the outisde of the hair strand which gives hair the smooth glossy look and feel that straightening gives. Only problem is once you wash your hair, this all washes off too and leaves you with dryer hair. You keep doing this your hair becomes more and more damaged and eventually resembles something like straw. Nothing can really prevent this happening fully but some straightners are less damaging then others and leave in protectants can also help a bit too.