The sunshades?
Quality of materials and fit seem to drive the price. The ones found at autoparts stores and places like Walmart are pretty inexpensive but tend to come in general sizes which may/may not fit your windshield very well. The material quality isn't the greatest either. I've made it through one or two summers with them before they start to fall apart. The ones with a shiny silver foil-like exterior tend to reflect the most heat and provide the greatest benifits.
The next tier up seem to be the OEM manufacturers which you can buy from a dealership parts department and the lower priced ones from companies like Covercraft and CoverKing. I beleive my OEM VW sunshade was actually made for VW by CoverKing. These tend to be better made, provide a layer of insulation, and are fitted to your vehicle. The one I purchased from VW is my first "mid-tier" shade and I'm really really happy with it. My car is much cooler in the Summer.
The "top tier", as I see it, are made by Covercraft and a couple other companies. They are pretty heavy duty and have significant insulation along with being custom fit. The one I actually saw in person looked like it could be used as a blast shield for a nuclear weapons test. I don't doubt it does a great job, but I don't live in Nevada or Arizona, so it is much more protecion than I would ever need and cost more than I was willing to spend.