No, expensive is not necessarily better. But then, that doesn't mean the cheaper version is the answer either.
The problem with department store skin care is they charge you for alot of additives that either cause problems you might not have otherwise (break-outs, etc), or are in such insignificant amounts that they aren't effective. (ie - sunblock in moisturizer or make-up is not really going to protect you) Also, they recommend products like toners that don't really do anything....they MAY take off the last remnants of your makeup, but more often than not the toner is simply another opportunity to cause problems - like overdrying or breakouts.
Whether you're paying top dollar or using the least expensive (Suave), the main thing is to make sure you're using the right products for your skin type, and that you're using it correctly.
I have alot of issues with my skin, (breakouts, rosacea, aging, sagging....all sorts of fun!) so I've used just about every product known to mankind. One of the best sources of skincare INFORMATION I've found is www.dermadoctor.com. I would say the products they sell are mid-line....not the cheapest, not the most expensive. I'm not necessarily recommending their products, but the information provided by the website can certainly help you narrow down which products are best for you.
Having said that, the best skin care line I've encountered so far is Murad. I never knew they sold skin care targeting aging skin, sensitive skin, redness (rosacea), and yes - the famous acne line that we're so familiar with from the infomercials.
I use a combination of the redness/acne skin care products, and they are extremely effective, as I'm seeing some of the best results I've had in years. So whatever your skin care needs, I would not hesitate to recommend this. Again, not the most expensive or the cheapest....but the most effective I've encountered, which makes me feel like the money is being spent wisely.
One sidenote: I started using Oil of Olay facial cleansing pads for sensitive skin to remove all my makeup FIRST, then I go ahead with the normal cleansing routine. I found that making sure all the makeup is off my face makes the products and treatments I use far more effective.
Good luck finding the products that are right for YOU. Hope this helps -