You should always buy quality tools.
In general, I do prefer to work with bamboo needles. They are a bit pricer than your standard craft store buys but they are lighter and "stickier" than metal needles. By "stickier" I mean that they don't slide out of your work as easy.
Another problem I've been having recently is the unbendyness of inexpensive circular needles. I have discovered the Magic Loop Technique. With this technique you can do a way with double pointed needles (dpns) when working in the round. Basically, you pull part of the bendy connector through half the work and well, its complicated to explain. Just watch the video ok? The key to making this work is using a longer than usual circular needle AND the connecting bendy bit needs to be VERY bendy. I've found that the needles I've bought on the cheap did not do a good job. The bendy bit is just not bendy enough.
At Purl Soho, I got a pair of Skacel Addi Turbo Circular Needles. They are a dream to work with. They are nickel plated I think. The metal glides through your yarn AND they don't have that slight grinding feel that makes the hair on the back of my neck stand up at time. The only problem is the cost, I think they were over $12. Ouch.
But all this has taught me a powerful lesson - buy quality tools.
I'm saving up to reward myself with a set of interchangeable needles. Such a brilliant idea! you get a circular needle cable that has screw on the end that you can change the size of the needles. Very Neat. Knit Picks has them in both metal and multicolored wood. The wood are SUPER pretty but as knitting needles seem to be a tasty treat for some pampered pooch who shall remain nameless, I think I'll go for the metal.